+101.3%
HIMS vs FND
-3.6%
+104.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | -24.1% | -6.8% | -17.3% | -22.2% |
| 30D | -28.8% | +8.0% | -36.8% | -30.8% |
| 3M | -31.4% | -18.9% | -12.5% | -26.8% |
| 6M | -18.3% | +4.7% | -23.0% | -21.1% |
| YTD | -39.2% | -21.6% | -17.7% | -36.1% |
| 1Y | -45.3% | -22.0% | -23.3% | -42.5% |
| 3Y | +181.9% | -40.4% | +222.3% | +218.2% |
| 5Y | +166.6% | -63.8% | +230.4% | +223.0% |
| All | +101.3% | -3.6% | +104.9% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling