+181.9%
HIMS vs FTV
+39.1%
+142.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | -18.0% | +3.7% | -21.7% | -20.3% |
| 30D | -33.6% | +16.8% | -50.4% | -40.4% |
| 3M | -34.2% | +10.4% | -44.6% | -38.8% |
| 6M | -21.2% | +12.8% | -34.0% | -27.8% |
| YTD | -39.2% | +23.3% | -62.5% | -49.5% |
| 1Y | -49.4% | +31.0% | -80.4% | -60.7% |
| All | +181.9% | +39.1% | +142.8% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling