+101.3%
HIMS vs FHN
+83.7%
+17.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -24.1% | +2.1% | -26.2% | -24.5% |
| 30D | -28.8% | +3.8% | -32.6% | -29.5% |
| 3M | -31.4% | -8.9% | -22.5% | -30.1% |
| 6M | -18.3% | +1.8% | -20.1% | -19.1% |
| YTD | -39.2% | +0.6% | -39.8% | -39.6% |
| 1Y | -45.3% | +12.9% | -58.2% | -47.1% |
| 3Y | +181.9% | +126.4% | +55.5% | +143.5% |
| 5Y | +166.6% | +62.3% | +104.3% | +136.5% |
| All | +101.3% | +83.7% | +17.6% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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