+166.6%
HIMS vs FCEL
-97.0%
+263.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.4% | +1.2% | -3.8% |
| 7D | -18.0% | +14.8% | -32.8% | -20.5% |
| 30D | -33.6% | -33.9% | +0.3% | -27.5% |
| 3M | -34.2% | -52.7% | +18.5% | -24.4% |
| 6M | -21.2% | -40.0% | +18.8% | -20.4% |
| YTD | -39.2% | +40.2% | -79.5% | -53.6% |
| 1Y | -49.4% | +32.9% | -82.4% | -61.5% |
| 3Y | +189.7% | -66.8% | +256.5% | +163.9% |
| 5Y | +166.6% | -97.0% | +263.6% | +472.2% |
| All | +166.6% | -97.0% | +263.6% | +472.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling