+141.5%
HIMS vs FAST
+106.5%
+35.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -24.1% | +4.2% | -28.3% | -26.0% |
| 30D | -28.8% | +6.7% | -35.5% | -31.7% |
| 3M | -31.4% | +8.0% | -39.5% | -34.8% |
| 6M | -18.3% | +27.4% | -45.7% | -30.2% |
| YTD | -39.2% | +40.5% | -79.7% | -52.2% |
| 1Y | -45.3% | +38.4% | -83.6% | -56.5% |
| 3Y | +181.9% | +98.7% | +83.2% | +72.1% |
| All | +141.5% | +106.5% | +35.0% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling