+230.2%
HIMS vs FHN
+88.9%
+141.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +2.0% |
| 7D | -0.9% | +2.7% | -3.6% | -1.9% |
| 30D | -10.8% | -3.1% | -7.7% | -10.1% |
| 3M | +3.7% | +2.3% | +1.3% | +2.2% |
| 6M | +79.0% | +9.7% | +69.2% | +71.6% |
| YTD | -13.2% | +4.7% | -18.0% | -15.3% |
| 1Y | -43.3% | +13.8% | -57.0% | -46.8% |
| 3Y | +331.4% | +131.6% | +199.8% | +241.3% |
| 5Y | +230.2% | +91.1% | +139.1% | +149.9% |
| All | +230.2% | +88.9% | +141.3% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling