+331.4%
HIMS vs FFIV
+141.9%
+189.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.9% | -1.5% | +0.6% | 0.0% |
| 30D | -10.8% | -2.7% | -8.2% | -9.5% |
| 3M | +3.7% | -1.7% | +5.3% | +4.6% |
| 6M | +79.0% | +36.1% | +42.8% | +45.3% |
| YTD | -13.2% | +52.6% | -65.9% | -35.3% |
| 1Y | -43.3% | +21.5% | -64.8% | -51.3% |
| 3Y | +331.4% | +142.7% | +188.7% | +159.7% |
| All | +331.4% | +141.9% | +189.5% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling