+16.2%
ANET vs HIMS
-41.7%
+58.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.7% | +1.3% | +4.5% |
| 7D | -4.4% | -9.1% | +4.7% | -3.2% |
| 30D | -13.7% | -10.1% | -3.6% | -12.6% |
| 3M | -6.3% | -17.1% | +10.8% | -4.5% |
| 6M | +3.4% | -2.2% | +5.6% | +1.7% |
| YTD | +36.2% | -17.9% | +54.1% | +51.3% |
| 1Y | +16.2% | -37.7% | +53.9% | +40.2% |
| All | +16.2% | -41.7% | +58.0% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling