+1,701.6%
AMD vs HIMS
+112.8%
+1,588.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.8% | -1.5% | +5.6% |
| 7D | +13.1% | -21.9% | +35.1% | +18.2% |
| 30D | -7.0% | -32.1% | +25.1% | 0.0% |
| 3M | +16.6% | -31.8% | +48.4% | +24.2% |
| 6M | +20.5% | -28.6% | +49.1% | +25.4% |
| YTD | +158.2% | -35.9% | +194.1% | +166.8% |
| 1Y | +132.8% | -47.6% | +180.4% | +149.7% |
| 3Y | +366.2% | +205.6% | +160.6% | +189.7% |
| 5Y | +278.7% | +170.3% | +108.4% | +117.0% |
| All | +1,701.6% | +112.8% | +1,588.8% | +781.3% |
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 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