-42.4%
HIMS vs FCUV
-81.1%
+38.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.7% | +13.3% | -0.3% |
| 7D | -3.9% | +62.8% | -66.8% | -4.5% |
| 30D | -12.4% | +66.5% | -79.0% | -13.1% |
| 3M | -1.1% | +459.9% | -461.0% | -5.5% |
| 6M | +68.4% | -12.4% | +80.8% | +74.7% |
| YTD | -14.7% | -47.5% | +32.9% | -6.6% |
| 1Y | -42.4% | -80.5% | +38.1% | -27.3% |
| All | -42.4% | -81.1% | +38.7% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling