+112.3%
HIMS vs FDS
+29.2%
+83.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +8.2% |
| 7D | -21.9% | -2.1% | -19.8% | -21.6% |
| 30D | -32.1% | +16.0% | -48.1% | -34.6% |
| 3M | -31.8% | +18.8% | -50.6% | -34.9% |
| 6M | -28.6% | +54.1% | -82.7% | -37.1% |
| YTD | -35.9% | +17.0% | -52.9% | -39.5% |
| 1Y | -47.6% | +25.5% | -73.2% | -51.9% |
| 3Y | +205.6% | -23.3% | +228.9% | +228.7% |
| 5Y | +170.3% | -22.6% | +192.9% | +184.0% |
| All | +112.3% | +29.2% | +83.2% | +115.1% |
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