+215.0%
HIMS vs FCUV
-99.9%
+314.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -1.4% | -72.0% | +70.6% | +0.4% |
| 30D | -10.1% | -8.0% | -2.1% | -11.1% |
| 3M | -1.2% | +66.3% | -67.5% | -11.2% |
| 6M | +16.9% | -75.3% | +92.2% | +15.5% |
| YTD | -15.5% | -83.0% | +67.5% | -15.1% |
| 1Y | -42.6% | -94.7% | +52.1% | -37.9% |
| 3Y | +320.2% | -99.3% | +419.5% | +392.2% |
| 5Y | +215.0% | -99.9% | +314.9% | +341.5% |
| All | +215.0% | -99.9% | +314.9% | +341.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling