-42.6%
HIMS vs FBTC
-32.4%
-10.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | -1.4% | -5.8% | +4.5% | +2.3% |
| 30D | -10.1% | +21.4% | -31.5% | -20.3% |
| 3M | -1.2% | +24.5% | -25.7% | -13.7% |
| 6M | +16.9% | +9.9% | +7.0% | +9.8% |
| YTD | -15.5% | -12.0% | -3.5% | -13.5% |
| 1Y | -42.6% | -32.3% | -10.2% | -31.1% |
| All | -42.6% | -32.4% | -10.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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