+173.3%
HIMS vs FHN
+131.5%
+41.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.7% |
| 7D | -25.6% | +0.9% | -26.5% | -26.0% |
| 30D | -38.1% | +2.1% | -40.2% | -39.0% |
| 3M | -39.8% | -6.0% | -33.8% | -38.0% |
| 6M | -32.3% | -2.9% | -29.4% | -32.3% |
| YTD | -41.1% | +0.7% | -41.8% | -42.7% |
| 1Y | -53.4% | +11.0% | -64.4% | -57.8% |
| All | +173.3% | +131.5% | +41.8% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling