+101.3%
HIMS vs FN
+488.2%
-386.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +2.6% |
| 7D | -24.1% | +0.3% | -24.4% | -24.6% |
| 30D | -28.8% | -16.5% | -12.3% | -25.3% |
| 3M | -31.4% | -42.1% | +10.7% | -19.4% |
| 6M | -18.3% | -52.9% | +34.6% | +0.8% |
| YTD | -39.2% | -28.0% | -11.3% | -37.6% |
| 1Y | -45.3% | -18.5% | -26.8% | -46.5% |
| 3Y | +181.9% | +93.9% | +88.0% | +98.1% |
| 5Y | +166.6% | +170.5% | -3.9% | +61.8% |
| All | +101.3% | +488.2% | -386.9% | +12.7% |
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