+381.7%
ABBV vs HIMS
+180.6%
+201.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +1.6% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | +2.0% | -10.1% | +12.0% | +2.0% |
| 3M | +14.2% | -1.2% | +15.4% | +14.1% |
| 6M | +14.1% | +16.9% | -2.8% | +13.7% |
| YTD | +14.2% | -15.5% | +29.7% | +14.2% |
| 1Y | +24.2% | -42.6% | +66.8% | +24.4% |
| 3Y | +89.8% | +320.2% | -230.4% | +83.6% |
| 5Y | +187.2% | +215.0% | -27.9% | +176.4% |
| All | +381.7% | +180.6% | +201.1% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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