+184.7%
HIMS vs FFIV
+187.0%
-2.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -2.9% |
| 7D | -2.7% | +3.5% | -6.2% | -4.5% |
| 30D | -12.2% | -1.3% | -10.9% | -11.8% |
| 3M | -3.7% | +2.4% | -6.1% | -5.0% |
| 6M | +25.9% | +41.8% | -15.9% | +4.5% |
| YTD | -14.1% | +58.5% | -72.6% | -33.1% |
| 1Y | -41.6% | +24.3% | -66.0% | -48.9% |
| 3Y | +327.3% | +152.0% | +175.2% | +171.1% |
| 5Y | +207.9% | +99.1% | +108.8% | +111.2% |
| All | +184.7% | +187.0% | -2.3% | +86.7% |
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