+182.8%
HIMS vs FAST
+250.3%
-67.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | -3.9% | -0.4% | -3.6% | -3.8% |
| 30D | -12.4% | -0.8% | -11.7% | -12.2% |
| 3M | -1.1% | +5.8% | -6.8% | -3.3% |
| 6M | +68.4% | +8.0% | +60.5% | +62.5% |
| YTD | -14.7% | +25.6% | -40.3% | -22.6% |
| 1Y | -42.4% | +0.8% | -43.2% | -43.2% |
| 3Y | +304.5% | +86.1% | +218.4% | +222.9% |
| 5Y | +237.5% | +100.2% | +137.3% | +162.4% |
| All | +182.8% | +250.3% | -67.5% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling