+187.4%
HIMS vs FOXA
+110.1%
+77.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | -10.8% | +2.3% | -13.2% | -11.8% |
| 3M | +3.7% | -2.8% | +6.5% | +2.8% |
| 6M | +79.0% | +9.6% | +69.4% | +69.6% |
| YTD | -13.2% | -9.9% | -3.3% | -11.9% |
| 1Y | -43.3% | +5.4% | -48.6% | -45.7% |
| 3Y | +331.4% | +115.3% | +216.1% | +247.3% |
| 5Y | +230.2% | +93.1% | +137.2% | +172.1% |
| All | +187.4% | +110.1% | +77.3% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling