+134.1%
HIMS vs FN
+556.3%
-422.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +11.9% | -23.6% | -15.9% |
| 7D | -9.1% | +16.3% | -25.4% | -15.0% |
| 30D | -25.8% | -24.7% | -1.1% | -19.5% |
| 3M | -27.4% | -34.9% | +7.5% | -18.6% |
| 6M | -18.9% | -41.1% | +22.2% | -8.2% |
| YTD | -29.4% | -19.6% | -9.7% | -30.4% |
| 1Y | -44.1% | -18.5% | -25.6% | -45.4% |
| 3Y | +246.0% | +119.1% | +126.9% | +132.5% |
| 5Y | +177.1% | +206.9% | -29.9% | +60.9% |
| All | +134.1% | +556.3% | -422.2% | +25.7% |
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