+302.2%
HIMS vs FE
+49.5%
+252.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.5% |
| 7D | -3.9% | +1.9% | -5.9% | -3.6% |
| 30D | -12.4% | -1.2% | -11.3% | -12.5% |
| 3M | -1.1% | +3.5% | -4.6% | -0.7% |
| 6M | +68.4% | -6.1% | +74.5% | +68.7% |
| YTD | -14.7% | +7.6% | -22.3% | -14.6% |
| 1Y | -42.4% | +11.9% | -54.3% | -42.2% |
| All | +302.2% | +49.5% | +252.7% | +281.2% |
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