+218.5%
HIMS vs FBTC
+62.0%
+156.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -2.7% | +1.1% | -3.8% | -3.6% |
| 30D | -12.2% | +22.3% | -34.4% | -21.3% |
| 3M | -3.7% | +26.0% | -29.7% | -15.1% |
| 6M | +25.9% | +13.2% | +12.7% | +17.6% |
| YTD | -14.1% | -10.7% | -3.3% | -10.5% |
| 1Y | -41.6% | -30.0% | -11.7% | -31.3% |
| All | +218.5% | +62.0% | +156.5% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling