+181.9%
HIMS vs FAST
+99.1%
+82.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -18.0% | +5.0% | -23.0% | -20.0% |
| 30D | -33.6% | +8.6% | -42.1% | -36.3% |
| 3M | -34.2% | +6.9% | -41.1% | -36.4% |
| 6M | -21.2% | +29.6% | -50.8% | -31.6% |
| YTD | -39.2% | +41.4% | -80.6% | -51.0% |
| 1Y | -49.4% | +38.5% | -88.0% | -58.7% |
| All | +181.9% | +99.1% | +82.8% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling