+162.6%
AMAT vs HIMS
+168.9%
-6.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.8% | -2.7% | +4.5% |
| 7D | +7.0% | -21.9% | +28.9% | +11.1% |
| 30D | -20.6% | -32.1% | +11.5% | -15.5% |
| 3M | -24.8% | -31.8% | +7.0% | -20.6% |
| 6M | -10.7% | -28.6% | +17.9% | -7.5% |
| YTD | +54.3% | -35.9% | +90.2% | +58.6% |
| 1Y | +73.7% | -47.6% | +121.4% | +84.4% |
| 3Y | +168.4% | +205.6% | -37.2% | +48.0% |
| All | +162.6% | +168.9% | -6.3% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling