+182.8%
HIMS vs FFIV
+176.9%
+5.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.9% | -1.0% | -3.0% | -3.4% |
| 30D | -12.4% | -5.1% | -7.4% | -10.4% |
| 3M | -1.1% | -4.5% | +3.4% | +1.2% |
| 6M | +68.4% | +36.5% | +32.0% | +42.7% |
| YTD | -14.7% | +53.0% | -67.6% | -32.3% |
| 1Y | -42.4% | +24.2% | -66.6% | -49.6% |
| 3Y | +304.5% | +137.2% | +167.3% | +164.5% |
| 5Y | +237.5% | +91.8% | +145.7% | +136.0% |
| All | +182.8% | +176.9% | +5.8% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling