+141.5%
HIMS vs FITB
+48.6%
+92.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -24.1% | +2.8% | -26.9% | -25.3% |
| 30D | -28.8% | +9.8% | -38.6% | -32.4% |
| 3M | -31.4% | -5.2% | -26.3% | -29.8% |
| 6M | -18.3% | +17.3% | -35.6% | -26.5% |
| YTD | -39.2% | +19.3% | -58.5% | -46.6% |
| 1Y | -45.3% | +32.7% | -78.0% | -55.1% |
| 3Y | +181.9% | +141.6% | +40.3% | +72.3% |
| All | +141.5% | +48.6% | +92.9% | +81.1% |
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