+112.3%
HIMS vs FN
+561.8%
-449.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.9% | +2.9% | +6.7% |
| 7D | -21.9% | +8.0% | -30.0% | -24.4% |
| 30D | -32.1% | -19.1% | -12.9% | -27.8% |
| 3M | -31.8% | -29.8% | -2.0% | -25.3% |
| 6M | -28.6% | -43.2% | +14.6% | -17.8% |
| YTD | -35.9% | -18.9% | -17.0% | -36.8% |
| 1Y | -47.6% | -17.9% | -29.8% | -48.9% |
| 3Y | +205.6% | +120.1% | +85.5% | +105.7% |
| 5Y | +170.3% | +206.7% | -36.4% | +57.3% |
| All | +112.3% | +561.8% | -449.4% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling