-37.7%
HIMS vs FN
-25.7%
-12.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.0% | +9.7% | +5.7% |
| 7D | -9.1% | -7.0% | -2.1% | -7.3% |
| 30D | -10.1% | -24.7% | +14.6% | -2.2% |
| 3M | -17.1% | -35.7% | +18.6% | -6.5% |
| 6M | -2.2% | -52.4% | +50.2% | +20.1% |
| YTD | -17.9% | -25.0% | +7.1% | -20.9% |
| 1Y | -37.7% | -25.7% | -12.0% | -42.1% |
| All | -37.7% | -25.7% | -12.0% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling