+187.4%
HIMS vs FISV
-51.0%
+238.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.5% |
| 7D | -0.9% | -1.6% | +0.6% | -0.7% |
| 30D | -10.8% | -3.0% | -7.9% | -10.4% |
| 3M | +3.7% | -3.5% | +7.2% | +3.2% |
| 6M | +79.0% | -19.4% | +98.4% | +85.8% |
| YTD | -13.2% | -24.3% | +11.0% | -8.9% |
| 1Y | -43.3% | -62.4% | +19.1% | -31.4% |
| 3Y | +331.4% | -58.2% | +389.6% | +400.9% |
| 5Y | +230.2% | -56.5% | +286.8% | +265.8% |
| All | +187.4% | -51.0% | +238.4% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling