+184.7%
HIMS vs FCUV
-99.6%
+284.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.1% | -0.8% |
| 7D | -2.7% | -63.8% | +61.0% | -1.8% |
| 30D | -12.2% | -14.7% | +2.5% | -12.9% |
| 3M | -3.7% | +65.3% | -69.0% | -12.3% |
| 6M | +25.9% | -68.5% | +94.4% | +19.3% |
| YTD | -14.1% | -83.0% | +69.0% | -17.0% |
| 1Y | -41.6% | -94.4% | +52.8% | -41.6% |
| 3Y | +327.3% | -99.3% | +426.5% | +328.7% |
| 5Y | +207.9% | -99.9% | +307.8% | +218.6% |
| All | +184.7% | -99.6% | +284.3% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling