-50.0%
HIMS vs FRMI
-77.3%
+27.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.5% | -9.9% | +0.2% |
| 7D | -0.9% | +23.3% | -24.3% | -3.7% |
| 30D | -10.8% | -7.6% | -3.2% | -10.4% |
| 3M | +3.7% | +0.2% | +3.5% | +2.0% |
| 6M | +79.0% | -28.7% | +107.7% | +79.4% |
| YTD | -13.2% | -28.6% | +15.4% | -13.5% |
| All | -50.0% | -77.3% | +27.3% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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