+180.0%
HIMS vs FCEL
+29.9%
+150.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | -0.8% |
| 7D | -1.4% | +6.3% | -7.6% | -2.5% |
| 30D | -10.1% | -18.8% | +8.7% | -8.2% |
| 3M | -1.2% | -3.8% | +2.6% | -3.6% |
| 6M | +16.9% | +121.1% | -104.2% | -2.7% |
| YTD | -15.5% | +113.3% | -128.8% | -30.2% |
| 1Y | -42.6% | +173.5% | -216.1% | -55.3% |
| 3Y | +320.2% | -63.9% | +384.1% | +292.3% |
| 5Y | +215.0% | -90.7% | +305.7% | +235.5% |
| All | +180.0% | +29.9% | +150.1% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling