+497.2%
HIMS vs FGI
-70.4%
+567.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -0.5% |
| 7D | -3.9% | +0.5% | -4.5% | -3.9% |
| 30D | -12.4% | +65.4% | -77.9% | -14.3% |
| 3M | -1.1% | +23.5% | -24.6% | -2.5% |
| 6M | +68.4% | +60.5% | +7.9% | +63.3% |
| YTD | -14.7% | +30.0% | -44.7% | -16.8% |
| 1Y | -42.4% | +82.1% | -124.5% | -45.7% |
| 3Y | +304.5% | -4.4% | +308.9% | +287.0% |
| All | +497.2% | -70.4% | +567.6% | +551.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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