+590.5%
AMAT vs HIMS
+165.8%
+424.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.8% | +2.9% |
| 7D | -14.7% | -6.1% | -8.6% | -13.7% |
| 30D | -36.1% | -12.0% | -24.1% | -34.8% |
| 3M | -36.9% | -12.3% | -24.5% | -35.9% |
| 6M | -22.2% | -3.3% | -18.9% | -22.9% |
| YTD | +29.9% | -19.9% | +49.9% | +29.3% |
| 1Y | +43.3% | -37.4% | +80.6% | +47.9% |
| 3Y | +142.7% | +314.0% | -171.3% | +46.2% |
| 5Y | +126.2% | +212.1% | -85.9% | +31.1% |
| All | +590.5% | +165.8% | +424.7% | +169.7% |
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