+180.0%
HIMS vs FIS
-66.6%
+246.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | -1.4% | -8.9% | +7.5% | +0.7% |
| 30D | -10.1% | -9.9% | -0.1% | -8.1% |
| 3M | -1.2% | 0.0% | -1.2% | -2.7% |
| 6M | +16.9% | -22.9% | +39.8% | +23.1% |
| YTD | -15.5% | -40.9% | +25.4% | -4.4% |
| 1Y | -42.6% | -40.4% | -2.1% | -35.4% |
| 3Y | +320.2% | -25.4% | +345.6% | +339.6% |
| 5Y | +215.0% | -64.8% | +279.9% | +280.4% |
| All | +180.0% | -66.6% | +246.6% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling