-42.4%
HIMS vs FFIV
+25.9%
-68.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.9% | -1.0% | -3.0% | -3.5% |
| 30D | -12.4% | -5.1% | -7.4% | -10.5% |
| 3M | -1.1% | -4.5% | +3.4% | +1.2% |
| 6M | +68.4% | +36.5% | +32.0% | +47.7% |
| YTD | -14.7% | +53.0% | -67.6% | -27.8% |
| 1Y | -42.4% | +24.2% | -66.6% | -50.6% |
| All | -42.4% | +25.9% | -68.3% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling