+37.6%
ABT vs HIMS
+181.3%
-143.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -5.9% | -0.7% | -5.2% | -5.9% |
| 30D | -8.1% | -8.2% | +0.1% | -7.9% |
| 3M | +14.5% | -4.7% | +19.2% | +14.1% |
| 6M | -6.3% | +6.3% | -12.6% | -7.4% |
| YTD | -17.1% | -15.3% | -1.8% | -17.8% |
| 1Y | -21.4% | -46.9% | +25.5% | -20.6% |
| 3Y | +5.9% | +321.3% | -315.4% | -14.3% |
| 5Y | -12.8% | +215.8% | -228.6% | -31.0% |
| All | +37.6% | +181.3% | -143.7% | -14.0% |
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