+327.3%
HIMS vs FND
-50.0%
+377.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -12.2% | -19.6% | +7.4% | -4.9% |
| 3M | -3.7% | -4.3% | +0.6% | -3.6% |
| 6M | +25.9% | -20.4% | +46.4% | +34.9% |
| YTD | -14.1% | -21.9% | +7.8% | -9.3% |
| 1Y | -41.6% | -45.2% | +3.6% | -28.2% |
| All | +327.3% | -50.0% | +377.3% | +404.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling