+1,640.2%
AMD vs HIMS
+101.7%
+1,538.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | +18.9% | -24.1% | +43.0% | +24.4% |
| 30D | -6.4% | -28.8% | +22.4% | -0.5% |
| 3M | +10.6% | -31.4% | +42.0% | +17.6% |
| 6M | +19.9% | -18.3% | +38.1% | +21.7% |
| YTD | +149.4% | -39.2% | +188.6% | +160.2% |
| 1Y | +115.4% | -45.3% | +160.7% | +129.0% |
| 3Y | +357.3% | +181.9% | +175.4% | +188.8% |
| 5Y | +261.1% | +166.6% | +94.5% | +108.2% |
| All | +1,640.2% | +101.7% | +1,538.4% | +759.5% |
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