+182.8%
HIMS vs FIVE
+86.6%
+96.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.8% |
| 7D | -3.9% | +4.3% | -8.2% | -5.1% |
| 30D | -12.4% | +12.5% | -25.0% | -15.6% |
| 3M | -1.1% | +31.2% | -32.3% | -8.9% |
| 6M | +68.4% | +14.4% | +54.1% | +60.7% |
| YTD | -14.7% | +33.9% | -48.6% | -22.2% |
| 1Y | -42.4% | +65.1% | -107.5% | -50.6% |
| 3Y | +304.5% | +49.0% | +255.6% | +234.0% |
| 5Y | +237.5% | +30.3% | +207.2% | +175.8% |
| All | +182.8% | +86.6% | +96.2% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling