+68.4%
HIMS vs FICO
-35.4%
+103.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | -2.2% |
| 7D | -3.9% | -19.2% | +15.3% | -6.0% |
| 30D | -12.4% | -14.6% | +2.1% | -13.7% |
| 3M | -1.1% | -20.1% | +19.0% | -4.4% |
| 6M | +68.4% | -36.3% | +104.8% | +44.3% |
| All | +68.4% | -35.4% | +103.8% | +44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling