-16.0%
HIMS vs FPS
-14.8%
-1.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.8% | +4.7% | -1.9% |
| 7D | -18.0% | +21.6% | -39.6% | -23.7% |
| 30D | -33.6% | -38.8% | +5.2% | -23.5% |
| 3M | -34.2% | -42.1% | +8.0% | -23.8% |
| 6M | -21.2% | -48.5% | +27.3% | -11.0% |
| All | -16.0% | -14.8% | -1.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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