+314.0%
HIMS vs FE
+42.7%
+271.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.4% | +9.5% | +7.8% |
| 7D | -6.1% | -1.0% | -5.0% | -6.2% |
| 30D | -12.0% | +4.1% | -16.1% | -11.3% |
| 3M | -12.3% | -1.0% | -11.3% | -12.4% |
| 6M | -3.3% | +4.0% | -7.3% | -2.8% |
| YTD | -19.9% | +6.8% | -26.8% | -20.0% |
| 1Y | -37.4% | +5.3% | -42.7% | -37.2% |
| 3Y | +314.0% | +44.6% | +269.4% | +270.8% |
| All | +314.0% | +42.7% | +271.3% | +270.8% |
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