-9.4%
ADBE vs HIMS
+181.3%
-190.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -5.4% | -0.7% | -4.6% | -5.3% |
| 30D | -2.5% | -8.2% | +5.7% | -2.0% |
| 3M | +15.3% | -4.7% | +20.0% | +14.5% |
| 6M | -7.8% | +6.3% | -14.1% | -10.1% |
| YTD | -27.9% | -15.3% | -12.7% | -28.8% |
| 1Y | -28.0% | -46.9% | +18.8% | -26.3% |
| 3Y | -55.3% | +321.3% | -376.6% | -69.1% |
| 5Y | -61.7% | +215.8% | -277.6% | -74.7% |
| All | -9.4% | +181.3% | -190.7% | -50.9% |
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