+1,210.1%
ANET vs HIMS
+181.3%
+1,028.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.4% | +5.6% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | -5.2% | -8.2% | +3.0% | -4.5% |
| 3M | +27.6% | -4.7% | +32.3% | +26.9% |
| 6M | +44.4% | +6.3% | +38.1% | +40.0% |
| YTD | +52.3% | -15.3% | +67.6% | +50.2% |
| 1Y | +30.4% | -46.9% | +77.3% | +35.3% |
| 3Y | +313.3% | +321.3% | -8.0% | +176.3% |
| 5Y | +810.0% | +215.8% | +594.2% | +483.0% |
| All | +1,210.1% | +181.3% | +1,028.8% | +570.6% |
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