+182.8%
HIMS vs FIS
-63.6%
+246.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.9% | +1.1% | -5.0% | -4.2% |
| 30D | -12.4% | -2.2% | -10.2% | -12.2% |
| 3M | -1.1% | +2.1% | -3.2% | -2.7% |
| 6M | +68.4% | -14.7% | +83.1% | +73.1% |
| YTD | -14.7% | -35.7% | +21.0% | -5.2% |
| 1Y | -42.4% | -37.1% | -5.3% | -35.9% |
| 3Y | +304.5% | -20.0% | +324.5% | +316.8% |
| 5Y | +237.5% | -62.1% | +299.6% | +300.2% |
| All | +182.8% | -63.6% | +246.4% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling