+182.8%
HIMS vs FN
+630.6%
-447.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.5% |
| 7D | -3.9% | -1.7% | -2.2% | -3.4% |
| 30D | -12.4% | -22.0% | +9.5% | -5.8% |
| 3M | -1.1% | -43.0% | +41.9% | +17.7% |
| 6M | +68.4% | -27.7% | +96.2% | +79.3% |
| YTD | -14.7% | -10.5% | -4.1% | -17.0% |
| 1Y | -42.4% | +12.5% | -54.9% | -48.6% |
| 3Y | +304.5% | +153.8% | +150.7% | +165.8% |
| 5Y | +237.5% | +288.0% | -50.5% | +88.9% |
| All | +182.8% | +630.6% | -447.9% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling