+180.7%
HIMS vs FCUV
-99.6%
+280.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.2% |
| 7D | -0.7% | -66.5% | +65.7% | +0.5% |
| 30D | -8.2% | +5.0% | -13.2% | -9.3% |
| 3M | -4.7% | +63.8% | -68.5% | -13.1% |
| 6M | +6.3% | -67.8% | +74.1% | +1.0% |
| YTD | -15.3% | -82.4% | +67.1% | -18.2% |
| 1Y | -46.9% | -94.7% | +47.9% | -46.7% |
| 3Y | +321.3% | -99.3% | +420.5% | +322.6% |
| 5Y | +215.8% | -99.9% | +315.7% | +226.5% |
| All | +180.7% | -99.6% | +280.3% | +187.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling