+222.2%
HIMS vs FE
+45.0%
+177.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -3.9% | +1.9% | -5.9% | -3.9% |
| 30D | -12.4% | -1.2% | -11.3% | -12.4% |
| 3M | -1.1% | +3.5% | -4.6% | -1.4% |
| 6M | +68.4% | -6.1% | +74.5% | +69.3% |
| YTD | -14.7% | +7.6% | -22.3% | -15.6% |
| 1Y | -42.4% | +11.9% | -54.3% | -43.2% |
| 3Y | +304.5% | +48.4% | +256.1% | +275.0% |
| All | +222.2% | +45.0% | +177.2% | +194.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling