-47.6%
HIMS vs FN
-19.6%
-28.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.9% | +2.9% | +6.8% |
| 7D | -21.9% | +8.0% | -30.0% | -24.2% |
| 30D | -32.1% | -19.1% | -12.9% | -28.0% |
| 3M | -31.8% | -29.8% | -2.0% | -25.5% |
| 6M | -28.6% | -43.2% | +14.6% | -18.6% |
| YTD | -35.9% | -18.9% | -17.0% | -39.9% |
| 1Y | -47.6% | -17.9% | -29.8% | -53.5% |
| All | -47.6% | -19.6% | -28.1% | -53.5% |
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