+101.3%
HIMS vs FTV
+58.5%
+42.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -24.1% | +3.9% | -28.0% | -25.7% |
| 30D | -28.8% | +18.7% | -47.5% | -34.7% |
| 3M | -31.4% | +10.0% | -41.4% | -34.9% |
| 6M | -18.3% | +14.6% | -32.8% | -23.9% |
| YTD | -39.2% | +23.4% | -62.7% | -46.4% |
| 1Y | -45.3% | +31.3% | -76.6% | -53.4% |
| 3Y | +181.9% | +39.8% | +142.1% | +139.9% |
| 5Y | +166.6% | +17.7% | +148.9% | +132.6% |
| All | +101.3% | +58.5% | +42.8% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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