+187.4%
HIMS vs FIVN
-43.2%
+230.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.1% | +7.8% | +3.7% |
| 7D | -0.9% | -8.2% | +7.3% | +1.8% |
| 30D | -10.8% | -8.1% | -2.7% | -8.6% |
| 3M | +3.7% | +34.9% | -31.2% | -8.3% |
| 6M | +79.0% | +72.6% | +6.3% | +41.6% |
| YTD | -13.2% | +55.8% | -69.0% | -29.8% |
| 1Y | -43.3% | +17.1% | -60.4% | -49.3% |
| 3Y | +331.4% | -54.3% | +385.7% | +406.9% |
| 5Y | +230.2% | -81.6% | +311.8% | +369.7% |
| All | +187.4% | -43.2% | +230.7% | +294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling