+95.2%
HIMS vs FAST
+289.3%
-194.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.5% | -17.1% | -16.8% |
| 7D | -25.6% | +4.8% | -30.4% | -26.9% |
| 30D | -38.1% | +8.6% | -46.7% | -40.1% |
| 3M | -39.8% | +5.7% | -45.5% | -41.2% |
| 6M | -32.3% | +25.5% | -57.8% | -38.2% |
| YTD | -41.1% | +39.6% | -80.7% | -48.7% |
| 1Y | -53.4% | +35.5% | -88.9% | -59.0% |
| 3Y | +180.9% | +96.2% | +84.7% | +118.7% |
| 5Y | +138.5% | +110.2% | +28.3% | +78.8% |
| All | +95.2% | +289.3% | -194.1% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling