+187.4%
HIMS vs FERG
+246.9%
-59.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | -0.9% | +3.4% | -4.3% | -2.3% |
| 30D | -10.8% | -11.5% | +0.7% | -6.5% |
| 3M | +3.7% | +1.3% | +2.4% | +3.5% |
| 6M | +79.0% | -1.0% | +79.9% | +80.6% |
| YTD | -13.2% | +3.2% | -16.5% | -14.1% |
| 1Y | -43.3% | -3.0% | -40.3% | -42.8% |
| 3Y | +331.4% | +55.0% | +276.4% | +275.4% |
| 5Y | +230.2% | +72.6% | +157.6% | +174.5% |
| All | +187.4% | +246.9% | -59.4% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling