+182.8%
HIMS vs FICO
+198.2%
-15.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +3.6% |
| 7D | -3.9% | -19.2% | +15.3% | +0.7% |
| 30D | -12.4% | -14.6% | +2.1% | -9.4% |
| 3M | -1.1% | -20.1% | +19.0% | +1.9% |
| 6M | +68.4% | -36.3% | +104.8% | +81.0% |
| YTD | -14.7% | -44.9% | +30.2% | -4.7% |
| 1Y | -42.4% | -38.6% | -3.8% | -38.7% |
| 3Y | +304.5% | +4.0% | +300.5% | +268.7% |
| 5Y | +237.5% | +99.5% | +138.0% | +152.5% |
| All | +182.8% | +198.2% | -15.4% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling