+207.9%
HIMS vs FIS
-66.7%
+274.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | +0.1% |
| 7D | -2.7% | -9.1% | +6.4% | 0.0% |
| 30D | -12.2% | -10.4% | -1.7% | -9.6% |
| 3M | -3.7% | -3.7% | 0.0% | -4.5% |
| 6M | +25.9% | -24.8% | +50.7% | +35.8% |
| YTD | -14.1% | -41.6% | +27.5% | +1.8% |
| 1Y | -41.6% | -42.7% | +1.1% | -30.6% |
| 3Y | +327.3% | -26.2% | +353.5% | +347.2% |
| 5Y | +207.9% | -66.1% | +274.1% | +339.4% |
| All | +207.9% | -66.7% | +274.7% | +339.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling