+182.8%
HIMS vs FITB
+154.1%
+28.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | -12.4% | -4.7% | -7.7% | -11.4% |
| 3M | -1.1% | +6.7% | -7.7% | -3.4% |
| 6M | +68.4% | +12.6% | +55.9% | +61.4% |
| YTD | -14.7% | +19.1% | -33.8% | -19.9% |
| 1Y | -42.4% | +22.6% | -65.0% | -46.5% |
| 3Y | +304.5% | +127.1% | +177.4% | +225.1% |
| 5Y | +237.5% | +71.8% | +165.7% | +185.5% |
| All | +182.8% | +154.1% | +28.7% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling