+182.8%
HIMS vs FDS
+16.5%
+166.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.4% |
| 7D | -3.9% | -1.9% | -2.0% | -3.5% |
| 30D | -12.4% | +9.0% | -21.5% | -14.3% |
| 3M | -1.1% | +18.9% | -19.9% | -6.2% |
| 6M | +68.4% | +35.1% | +33.3% | +53.1% |
| YTD | -14.7% | +5.5% | -20.2% | -17.1% |
| 1Y | -42.4% | -16.8% | -25.6% | -40.0% |
| 3Y | +304.5% | -28.1% | +332.6% | +342.6% |
| 5Y | +237.5% | -17.4% | +254.9% | +263.5% |
| All | +182.8% | +16.5% | +166.3% | +195.0% |
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