+230.2%
HIMS vs FITB
+71.1%
+159.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +2.0% |
| 7D | -0.9% | +2.8% | -3.8% | -2.5% |
| 30D | -10.8% | -4.5% | -6.3% | -8.9% |
| 3M | +3.7% | +5.7% | -2.0% | -0.4% |
| 6M | +79.0% | +17.1% | +61.9% | +60.9% |
| YTD | -13.2% | +18.3% | -31.6% | -23.2% |
| 1Y | -43.3% | +23.9% | -67.1% | -51.4% |
| 3Y | +331.4% | +131.1% | +200.3% | +169.9% |
| 5Y | +230.2% | +71.1% | +159.2% | +129.6% |
| All | +230.2% | +71.1% | +159.1% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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