+138.5%
HIMS vs FFIV
+41.1%
+97.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.5% |
| 7D | -25.6% | -4.2% | -21.4% | -23.5% |
| 30D | -38.1% | -33.9% | -4.3% | -21.3% |
| 3M | -39.8% | -22.6% | -17.2% | -32.0% |
| 6M | -32.3% | -10.4% | -22.0% | -31.8% |
| YTD | -41.1% | +24.3% | -65.4% | -54.2% |
| 1Y | -53.4% | +31.8% | -85.2% | -65.5% |
| 3Y | +180.9% | +99.5% | +81.4% | +47.5% |
| 5Y | +138.5% | +40.7% | +97.8% | +64.6% |
| All | +138.5% | +41.1% | +97.4% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling