+187.4%
HIMS vs FAST
+248.7%
-61.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.9% | +1.3% | -2.2% | -1.5% |
| 30D | -10.8% | -4.7% | -6.1% | -9.2% |
| 3M | +3.7% | +7.9% | -4.3% | +0.6% |
| 6M | +79.0% | +7.4% | +71.5% | +73.1% |
| YTD | -13.2% | +25.1% | -38.3% | -21.2% |
| 1Y | -43.3% | +4.7% | -47.9% | -44.8% |
| 3Y | +331.4% | +94.7% | +236.7% | +239.7% |
| 5Y | +230.2% | +106.8% | +123.5% | +156.7% |
| All | +187.4% | +248.7% | -61.3% | +117.1% |
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