+230.2%
HIMS vs FDS
-20.4%
+250.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +3.2% |
| 7D | -0.9% | -5.4% | +4.4% | +0.9% |
| 30D | -10.8% | +1.6% | -12.4% | -11.5% |
| 3M | +3.7% | +17.7% | -14.1% | -4.2% |
| 6M | +79.0% | +29.1% | +49.9% | +56.5% |
| YTD | -13.2% | +1.0% | -14.2% | -14.6% |
| 1Y | -43.3% | -21.6% | -21.6% | -35.3% |
| 3Y | +331.4% | -30.1% | +361.5% | +419.5% |
| 5Y | +230.2% | -20.7% | +251.0% | +359.5% |
| All | +230.2% | -20.4% | +250.7% | +359.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling