+135.1%
ABBV vs HIMS
+191.0%
-55.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | -24.1% | +25.4% | +1.1% |
| 30D | +4.7% | -28.8% | +33.5% | +4.5% |
| 3M | +18.3% | -31.4% | +49.8% | +18.1% |
| 6M | +43.4% | -18.3% | +61.7% | +43.1% |
| YTD | +33.0% | -39.2% | +72.2% | +32.8% |
| 1Y | +30.8% | -45.3% | +76.1% | +30.6% |
| 3Y | +135.1% | +181.9% | -46.7% | +145.8% |
| All | +135.1% | +191.0% | -55.9% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling