+180.0%
HIMS vs FTI
+321.3%
-141.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.3% |
| 7D | -1.4% | -5.6% | +4.3% | -0.6% |
| 30D | -10.1% | +0.4% | -10.5% | -10.1% |
| 3M | -1.2% | +8.1% | -9.3% | -2.8% |
| 6M | +16.9% | +16.7% | +0.2% | +13.3% |
| YTD | -15.5% | +70.0% | -85.5% | -22.9% |
| 1Y | -42.6% | +85.4% | -128.0% | -48.4% |
| 3Y | +320.2% | +265.9% | +54.3% | +247.3% |
| 5Y | +215.0% | +1,072.7% | -857.7% | +132.8% |
| All | +180.0% | +321.3% | -141.3% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling