+141.5%
HIMS vs FIVE
+16.7%
+124.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -24.1% | +2.7% | -26.8% | -25.1% |
| 30D | -28.8% | +12.7% | -41.5% | -32.1% |
| 3M | -31.4% | +2.1% | -33.5% | -32.5% |
| 6M | -18.3% | +17.5% | -35.7% | -24.9% |
| YTD | -39.2% | +31.0% | -70.2% | -46.5% |
| 1Y | -45.3% | +67.7% | -113.0% | -56.3% |
| 3Y | +181.9% | +43.4% | +138.5% | +126.9% |
| All | +141.5% | +16.7% | +124.8% | +106.2% |
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