+165.3%
HIMS vs FN
+486.7%
-321.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +11.7% | -3.6% | +3.9% |
| 7D | -6.1% | 0.0% | -6.0% | -6.5% |
| 30D | -12.0% | -34.3% | +22.3% | +1.1% |
| 3M | -12.3% | -39.9% | +27.5% | +1.9% |
| 6M | -3.3% | -51.8% | +48.6% | +18.7% |
| YTD | -19.9% | -28.1% | +8.2% | -17.3% |
| 1Y | -37.4% | -29.1% | -8.3% | -35.3% |
| 3Y | +314.0% | +102.4% | +211.6% | +189.5% |
| 5Y | +212.1% | +171.7% | +40.5% | +90.4% |
| All | +165.3% | +486.7% | -321.4% | +49.4% |
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 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