+165.3%
HIMS vs FAST
+276.1%
-110.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.2% | +7.9% | +8.0% |
| 7D | -6.1% | +2.1% | -8.1% | -6.8% |
| 30D | -12.0% | +6.9% | -18.9% | -14.2% |
| 3M | -12.3% | +4.8% | -17.2% | -14.0% |
| 6M | -3.3% | +19.8% | -23.0% | -10.1% |
| YTD | -19.9% | +34.9% | -54.8% | -29.3% |
| 1Y | -37.4% | +32.8% | -70.2% | -44.4% |
| 3Y | +314.0% | +93.7% | +220.3% | +224.8% |
| 5Y | +212.1% | +105.3% | +106.8% | +137.1% |
| All | +165.3% | +276.1% | -110.8% | +94.6% |
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