+180.9%
HIMS vs FICO
-24.1%
+205.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.0% | -17.6% | -16.7% |
| 7D | -25.6% | +0.9% | -26.4% | -25.7% |
| 30D | -38.1% | +9.4% | -47.6% | -39.2% |
| 3M | -39.8% | -30.4% | -9.4% | -36.6% |
| 6M | -32.3% | -35.1% | +2.8% | -29.9% |
| YTD | -41.1% | -56.8% | +15.7% | -32.0% |
| 1Y | -53.4% | -58.4% | +5.0% | -45.5% |
| 3Y | +180.9% | -26.7% | +207.6% | +178.9% |
| All | +180.9% | -24.1% | +205.0% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling