+101.3%
HIMS vs FDS
+28.0%
+73.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.2% | -5.0% |
| 7D | -18.0% | -2.6% | -15.4% | -17.5% |
| 30D | -33.6% | +14.1% | -47.7% | -35.8% |
| 3M | -34.2% | +19.8% | -53.9% | -37.3% |
| 6M | -21.2% | +55.0% | -76.1% | -30.8% |
| YTD | -39.2% | +15.9% | -55.1% | -42.5% |
| 1Y | -49.4% | +24.2% | -73.6% | -53.4% |
| 3Y | +189.7% | -24.0% | +213.8% | +212.4% |
| 5Y | +166.6% | -23.3% | +190.0% | +180.8% |
| All | +101.3% | +28.0% | +73.4% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling