-47.6%
HIMS vs FAST
+37.0%
-84.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +8.7% |
| 7D | -21.9% | +4.3% | -26.2% | -22.1% |
| 30D | -32.1% | +8.3% | -40.4% | -32.4% |
| 3M | -31.8% | +6.5% | -38.3% | -31.8% |
| 6M | -28.6% | +29.5% | -58.1% | -30.5% |
| YTD | -35.9% | +41.3% | -77.2% | -40.1% |
| 1Y | -47.6% | +37.4% | -85.0% | -50.1% |
| All | -47.6% | +37.0% | -84.6% | -50.1% |
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 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