+222.2%
HIMS vs FIVE
+31.2%
+191.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -2.3% |
| 7D | -3.9% | +4.3% | -8.2% | -5.5% |
| 30D | -12.4% | +12.5% | -25.0% | -16.7% |
| 3M | -1.1% | +31.2% | -32.3% | -11.7% |
| 6M | +68.4% | +14.4% | +54.1% | +57.6% |
| YTD | -14.7% | +33.9% | -48.6% | -25.2% |
| 1Y | -42.4% | +65.1% | -107.5% | -53.7% |
| 3Y | +304.5% | +49.0% | +255.6% | +219.4% |
| All | +222.2% | +31.2% | +191.0% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling