+327.3%
HIMS vs FCEL
-61.1%
+388.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.7% | +0.2% |
| 7D | -2.7% | +15.1% | -17.8% | -5.3% |
| 30D | -12.2% | -16.4% | +4.3% | -10.5% |
| 3M | -3.7% | -5.3% | +1.5% | -6.3% |
| 6M | +25.9% | +124.5% | -98.6% | +0.3% |
| YTD | -14.1% | +126.7% | -140.8% | -32.9% |
| 1Y | -41.6% | +219.9% | -261.5% | -58.9% |
| All | +327.3% | -61.1% | +388.4% | +306.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling