+134.1%
HIMS vs FICO
+131.5%
+2.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.7% | -14.5% | -12.3% |
| 7D | -9.1% | -0.1% | -9.1% | -9.2% |
| 30D | -25.8% | +8.4% | -34.2% | -27.5% |
| 3M | -27.4% | -30.5% | +3.1% | -22.9% |
| 6M | -18.9% | -35.7% | +16.9% | -14.5% |
| YTD | -29.4% | -57.2% | +27.8% | -18.1% |
| 1Y | -44.1% | -58.4% | +14.3% | -34.7% |
| 3Y | +246.0% | -24.8% | +270.8% | +234.6% |
| 5Y | +177.1% | +79.3% | +97.8% | +112.0% |
| All | +134.1% | +131.5% | +2.6% | +76.0% |
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