+170.3%
HIMS vs FICO
+88.0%
+82.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.8% |
| 7D | -21.9% | +4.0% | -25.9% | -22.9% |
| 30D | -32.1% | -1.5% | -30.6% | -32.2% |
| 3M | -31.8% | -29.8% | -2.0% | -26.8% |
| 6M | -28.6% | -33.3% | +4.7% | -25.1% |
| YTD | -35.9% | -56.9% | +21.0% | -22.4% |
| 1Y | -47.6% | -59.5% | +11.8% | -35.0% |
| 3Y | +205.6% | -26.9% | +232.5% | +170.8% |
| 5Y | +170.3% | +92.9% | +77.3% | +35.6% |
| All | +170.3% | +88.0% | +82.3% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling