+180.7%
HIMS vs FISV
-50.3%
+231.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.2% | -0.9% |
| 7D | -0.7% | -2.7% | +2.0% | -0.2% |
| 30D | -8.2% | 0.0% | -8.2% | -8.5% |
| 3M | -4.7% | -2.8% | -1.9% | -5.3% |
| 6M | +6.3% | -11.8% | +18.1% | +8.4% |
| YTD | -15.3% | -23.2% | +7.9% | -11.3% |
| 1Y | -46.9% | -62.0% | +15.1% | -35.9% |
| 3Y | +321.3% | -57.6% | +378.9% | +387.5% |
| 5Y | +215.8% | -53.4% | +269.2% | +247.7% |
| All | +180.7% | -50.3% | +231.0% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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