+112.3%
HIMS vs FIS
-73.5%
+185.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.7% | +2.1% | +7.4% |
| 7D | -21.9% | +1.5% | -23.5% | -22.1% |
| 30D | -32.1% | -11.8% | -20.3% | -31.4% |
| 3M | -31.8% | -28.5% | -3.3% | -27.9% |
| 6M | -28.6% | -27.0% | -1.6% | -25.7% |
| YTD | -35.9% | -53.1% | +17.2% | -25.0% |
| 1Y | -47.6% | -52.8% | +5.1% | -38.9% |
| 3Y | +205.6% | -37.5% | +243.1% | +226.2% |
| 5Y | +170.3% | -71.1% | +241.3% | +236.7% |
| All | +112.3% | -73.5% | +185.8% | +162.0% |
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