+101.3%
HIMS vs FTI
+269.3%
-168.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -24.1% | +4.3% | -28.4% | -24.6% |
| 30D | -28.8% | -4.7% | -24.2% | -28.5% |
| 3M | -31.4% | -13.5% | -17.9% | -30.2% |
| 6M | -18.3% | -8.7% | -9.6% | -18.0% |
| YTD | -39.2% | +49.0% | -88.2% | -43.7% |
| 1Y | -45.3% | +54.0% | -99.3% | -49.5% |
| 3Y | +181.9% | +211.6% | -29.8% | +137.5% |
| 5Y | +166.6% | +881.9% | -715.3% | +100.6% |
| All | +101.3% | +269.3% | -168.0% | +49.1% |
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