+180.9%
HIMS vs FDS
-24.9%
+205.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.4% | -16.6% |
| 7D | -25.6% | -2.0% | -23.6% | -25.4% |
| 30D | -38.1% | +13.5% | -51.6% | -39.2% |
| 3M | -39.8% | +15.2% | -55.0% | -41.1% |
| 6M | -32.3% | +47.0% | -79.4% | -36.6% |
| YTD | -41.1% | +13.9% | -55.0% | -42.0% |
| 1Y | -53.4% | +25.2% | -78.6% | -55.4% |
| 3Y | +180.9% | -25.3% | +206.3% | +240.1% |
| All | +180.9% | -24.9% | +205.8% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling