+207.7%
HIMS vs FIVE
+14.2%
+193.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.5% | +8.2% |
| 7D | -6.1% | -0.3% | -5.8% | -5.9% |
| 30D | -12.0% | +17.7% | -29.6% | -17.2% |
| 3M | -12.3% | +4.0% | -16.3% | -14.0% |
| 6M | -3.3% | +2.6% | -5.9% | -6.0% |
| YTD | -19.9% | +27.6% | -47.5% | -28.5% |
| 1Y | -37.4% | +59.9% | -97.3% | -48.9% |
| 3Y | +314.0% | +35.8% | +278.2% | +243.2% |
| All | +207.7% | +14.2% | +193.5% | +169.4% |
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