-42.4%
HIMS vs FND
-36.4%
-6.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -3.9% | -5.2% | +1.3% | -2.7% |
| 30D | -12.4% | -19.9% | +7.4% | -7.6% |
| 3M | -1.1% | +2.7% | -3.8% | -2.7% |
| 6M | +68.4% | -21.7% | +90.1% | +68.8% |
| YTD | -14.7% | -17.5% | +2.8% | -16.7% |
| 1Y | -42.4% | -39.3% | -3.1% | -37.7% |
| All | -42.4% | -36.4% | -6.0% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling