+180.7%
HIMS vs FERG
+241.1%
-60.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | -0.7% | -2.6% | +1.8% | +0.3% |
| 30D | -8.2% | -8.9% | +0.7% | -4.8% |
| 3M | -4.7% | -2.0% | -2.7% | -3.7% |
| 6M | +6.3% | -3.2% | +9.5% | +8.2% |
| YTD | -15.3% | +1.5% | -16.8% | -15.6% |
| 1Y | -46.9% | +0.5% | -47.3% | -47.1% |
| 3Y | +321.3% | +50.4% | +270.9% | +270.4% |
| 5Y | +215.8% | +68.7% | +147.2% | +164.4% |
| All | +180.7% | +241.1% | -60.4% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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