+95.2%
HIMS vs FFIV
+125.0%
-29.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.5% |
| 7D | -25.6% | -4.2% | -21.4% | -24.0% |
| 30D | -38.1% | -33.9% | -4.3% | -25.9% |
| 3M | -39.8% | -22.6% | -17.2% | -33.7% |
| 6M | -32.3% | -10.4% | -22.0% | -31.1% |
| YTD | -41.1% | +24.3% | -65.4% | -49.7% |
| 1Y | -53.4% | +31.8% | -85.2% | -61.4% |
| 3Y | +180.9% | +99.5% | +81.4% | +94.6% |
| 5Y | +138.5% | +40.7% | +97.8% | +82.3% |
| All | +95.2% | +125.0% | -29.8% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling