+181.9%
HIMS vs FE
+50.7%
+131.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.2% |
| 7D | -24.1% | +1.2% | -25.3% | -23.9% |
| 30D | -28.8% | +4.5% | -33.4% | -28.2% |
| 3M | -31.4% | +1.3% | -32.8% | -31.2% |
| 6M | -18.3% | +8.7% | -26.9% | -17.4% |
| YTD | -39.2% | +9.2% | -48.5% | -39.0% |
| 1Y | -45.3% | +7.0% | -52.2% | -44.9% |
| 3Y | +181.9% | +51.4% | +130.5% | +149.5% |
| All | +181.9% | +50.7% | +131.2% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling