+182.8%
HIMS vs FCEL
+24.6%
+158.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -3.9% | -15.8% | +11.9% | -1.8% |
| 30D | -12.4% | -29.3% | +16.8% | -8.6% |
| 3M | -1.1% | -30.1% | +29.1% | +0.9% |
| 6M | +68.4% | +74.4% | -6.0% | +45.1% |
| YTD | -14.7% | +104.5% | -119.2% | -28.9% |
| 1Y | -42.4% | +281.4% | -323.8% | -57.4% |
| 3Y | +304.5% | -66.1% | +370.6% | +281.8% |
| 5Y | +237.5% | -91.9% | +329.4% | +264.6% |
| All | +182.8% | +24.6% | +158.2% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling