-37.7%
HIMS vs FAST
+32.0%
-69.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +3.6% |
| 7D | -9.1% | +3.4% | -12.5% | -9.4% |
| 30D | -10.1% | +5.5% | -15.6% | -10.7% |
| 3M | -17.1% | +7.6% | -24.7% | -17.7% |
| 6M | -2.2% | +19.8% | -22.1% | -4.4% |
| YTD | -17.9% | +35.5% | -53.4% | -25.2% |
| 1Y | -37.7% | +31.6% | -69.3% | -41.3% |
| All | -37.7% | +32.0% | -69.7% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling