+302.2%
HIMS vs FN
+158.4%
+143.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.7% |
| 7D | -3.9% | -1.7% | -2.2% | -3.3% |
| 30D | -12.4% | -22.0% | +9.5% | -4.8% |
| 3M | -1.1% | -43.0% | +41.9% | +20.9% |
| 6M | +68.4% | -27.7% | +96.2% | +79.0% |
| YTD | -14.7% | -10.5% | -4.1% | -19.0% |
| 1Y | -42.4% | +12.5% | -54.9% | -51.2% |
| All | +302.2% | +158.4% | +143.8% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling