+101.3%
HIMS vs FE
+31.8%
+69.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | -18.0% | -0.3% | -17.7% | -18.0% |
| 30D | -33.6% | +3.9% | -37.5% | -33.6% |
| 3M | -34.2% | -0.1% | -34.1% | -34.2% |
| 6M | -21.2% | +6.1% | -27.3% | -21.4% |
| YTD | -39.2% | +8.1% | -47.3% | -39.5% |
| 1Y | -49.4% | +4.4% | -53.9% | -49.6% |
| 3Y | +189.7% | +49.0% | +140.7% | +182.1% |
| 5Y | +166.6% | +46.1% | +120.5% | +160.2% |
| All | +101.3% | +31.8% | +69.6% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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