+170.3%
HIMS vs FN
+212.0%
-41.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.9% | +2.9% | +6.5% |
| 7D | -21.9% | +8.0% | -30.0% | -24.6% |
| 30D | -32.1% | -19.1% | -12.9% | -27.4% |
| 3M | -31.8% | -29.8% | -2.0% | -24.7% |
| 6M | -28.6% | -43.2% | +14.6% | -16.8% |
| YTD | -35.9% | -18.9% | -17.0% | -37.5% |
| 1Y | -47.6% | -17.9% | -29.8% | -49.5% |
| 3Y | +205.6% | +120.1% | +85.5% | +88.1% |
| 5Y | +170.3% | +206.7% | -36.4% | +31.7% |
| All | +170.3% | +212.0% | -41.7% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling