+184.7%
HIMS vs FIVE
+82.8%
+101.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.2% |
| 7D | -2.7% | +1.7% | -4.4% | -3.2% |
| 30D | -12.2% | +5.0% | -17.2% | -13.6% |
| 3M | -3.7% | +29.5% | -33.2% | -11.0% |
| 6M | +25.9% | +12.4% | +13.5% | +20.5% |
| YTD | -14.1% | +31.2% | -45.3% | -21.3% |
| 1Y | -41.6% | +72.9% | -114.5% | -50.5% |
| 3Y | +327.3% | +53.0% | +274.2% | +250.1% |
| 5Y | +207.9% | +34.2% | +173.8% | +152.2% |
| All | +184.7% | +82.8% | +101.9% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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