+321.3%
HIMS vs FOXA
+117.6%
+203.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.3% |
| 7D | -0.7% | +0.8% | -1.5% | -1.1% |
| 30D | -8.2% | +5.0% | -13.3% | -11.1% |
| 3M | -4.7% | -3.0% | -1.7% | -5.5% |
| 6M | +6.3% | +14.8% | -8.5% | -7.4% |
| YTD | -15.3% | -8.9% | -6.4% | -11.2% |
| 1Y | -46.9% | +13.3% | -60.2% | -54.5% |
| 3Y | +321.3% | +115.4% | +205.9% | +163.9% |
| All | +321.3% | +117.6% | +203.7% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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