+141.5%
HIMS vs FN
+169.4%
-27.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +2.8% |
| 7D | -24.1% | +0.3% | -24.4% | -24.7% |
| 30D | -28.8% | -16.5% | -12.3% | -25.0% |
| 3M | -31.4% | -42.1% | +10.7% | -18.2% |
| 6M | -18.3% | -52.9% | +34.6% | +2.9% |
| YTD | -39.2% | -28.0% | -11.3% | -38.1% |
| 1Y | -45.3% | -18.5% | -26.8% | -47.4% |
| 3Y | +181.9% | +93.9% | +88.0% | +81.0% |
| All | +141.5% | +169.4% | -27.9% | +23.3% |
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