+314.0%
HIMS vs FICO
-24.3%
+338.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.5% | +8.1% |
| 7D | -6.1% | -0.9% | -5.1% | -6.0% |
| 30D | -12.0% | +3.3% | -15.3% | -12.9% |
| 3M | -12.3% | -31.7% | +19.4% | -7.4% |
| 6M | -3.3% | -34.0% | +30.7% | -0.9% |
| YTD | -19.9% | -58.3% | +38.4% | -7.0% |
| 1Y | -37.4% | -57.9% | +20.6% | -27.8% |
| 3Y | +314.0% | -24.1% | +338.1% | +340.8% |
| All | +314.0% | -24.3% | +338.3% | +340.8% |
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