+101.3%
HIMS vs FICO
+129.5%
-28.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -4.9% |
| 7D | -18.0% | +1.4% | -19.4% | -18.3% |
| 30D | -33.6% | -0.8% | -32.8% | -33.8% |
| 3M | -34.2% | -31.3% | -2.9% | -29.9% |
| 6M | -21.2% | -33.9% | +12.8% | -17.6% |
| YTD | -39.2% | -57.6% | +18.3% | -29.4% |
| 1Y | -49.4% | -59.7% | +10.2% | -40.4% |
| 3Y | +189.7% | -28.0% | +217.7% | +183.3% |
| 5Y | +166.6% | +91.0% | +75.7% | +102.6% |
| All | +101.3% | +129.5% | -28.1% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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