+101.3%
HIMS vs FIVN
-50.3%
+151.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.0% |
| 7D | -24.1% | -2.8% | -21.3% | -23.3% |
| 30D | -28.8% | -17.4% | -11.4% | -25.0% |
| 3M | -31.4% | -19.2% | -12.3% | -27.6% |
| 6M | -18.3% | +29.4% | -47.6% | -28.1% |
| YTD | -39.2% | +36.3% | -75.5% | -49.4% |
| 1Y | -45.3% | +33.5% | -78.7% | -54.2% |
| 3Y | +181.9% | -56.8% | +238.7% | +232.8% |
| 5Y | +166.6% | -83.0% | +249.6% | +287.3% |
| All | +101.3% | -50.3% | +151.7% | +184.4% |
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