+210.1%
HIMS vs FIVN
-82.2%
+292.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.3% |
| 7D | -0.7% | -7.8% | +7.1% | +2.3% |
| 30D | -8.2% | -1.7% | -6.5% | -8.0% |
| 3M | -4.7% | +47.2% | -51.9% | -19.9% |
| 6M | +6.3% | +82.7% | -76.4% | -20.7% |
| YTD | -15.3% | +52.9% | -68.2% | -33.4% |
| 1Y | -46.9% | +17.5% | -64.3% | -53.4% |
| 3Y | +321.3% | -55.8% | +377.1% | +424.7% |
| All | +210.1% | -82.2% | +292.3% | +405.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling