+843.7%
AMAT vs HIMS
+183.3%
+660.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -1.5% | -3.9% | +2.4% | -0.9% |
| 30D | -14.8% | -12.4% | -2.3% | -13.3% |
| 3M | -9.3% | -1.1% | -8.2% | -10.1% |
| 6M | +27.4% | +68.4% | -41.1% | +13.8% |
| YTD | +77.6% | -14.7% | +92.2% | +75.2% |
| 1Y | +188.9% | -42.4% | +231.3% | +200.3% |
| 3Y | +202.3% | +304.5% | -102.2% | +83.6% |
| 5Y | +248.9% | +237.5% | +11.4% | +99.7% |
| All | +843.7% | +183.3% | +660.4% | +265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling