+180.0%
HIMS vs FDS
+1.4%
+178.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.8% | +4.2% | -0.3% |
| 7D | -1.4% | -16.0% | +14.6% | +2.7% |
| 30D | -10.1% | -6.7% | -3.3% | -8.7% |
| 3M | -1.2% | +6.0% | -7.2% | -3.8% |
| 6M | +16.9% | +25.1% | -8.2% | +8.2% |
| YTD | -15.5% | -8.1% | -7.4% | -15.2% |
| 1Y | -42.6% | -26.0% | -16.6% | -38.8% |
| 3Y | +320.2% | -36.4% | +356.6% | +372.3% |
| 5Y | +215.0% | -27.7% | +242.8% | +250.2% |
| All | +180.0% | +1.4% | +178.6% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling