+184.7%
HIMS vs FDS
+7.7%
+177.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.2% |
| 7D | -2.7% | -8.8% | +6.1% | -0.7% |
| 30D | -12.2% | -1.4% | -10.8% | -12.0% |
| 3M | -3.7% | +13.9% | -17.6% | -7.9% |
| 6M | +25.9% | +27.4% | -1.5% | +16.1% |
| YTD | -14.1% | -2.5% | -11.6% | -15.0% |
| 1Y | -41.6% | -23.8% | -17.8% | -37.9% |
| 3Y | +327.3% | -32.5% | +359.7% | +373.6% |
| 5Y | +207.9% | -23.2% | +231.1% | +237.6% |
| All | +184.7% | +7.7% | +177.0% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling