+180.7%
HIMS vs FIVN
-44.3%
+225.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | -0.7% | -7.8% | +7.1% | +1.9% |
| 30D | -8.2% | -1.7% | -6.5% | -8.0% |
| 3M | -4.7% | +47.2% | -51.9% | -18.1% |
| 6M | +6.3% | +82.7% | -76.4% | -17.3% |
| YTD | -15.3% | +52.9% | -68.2% | -31.1% |
| 1Y | -46.9% | +17.5% | -64.3% | -52.6% |
| 3Y | +321.3% | -55.8% | +377.1% | +400.8% |
| 5Y | +215.8% | -82.3% | +298.2% | +353.9% |
| All | +180.7% | -44.3% | +225.0% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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