+129.1%
ASML vs HIMS
-37.8%
+166.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +1.1% | -3.9% | +5.0% | +1.6% |
| 30D | +2.2% | -12.4% | +14.6% | +3.6% |
| 3M | -2.3% | -1.1% | -1.2% | -3.3% |
| 6M | +23.0% | +68.4% | -45.5% | +12.3% |
| YTD | +61.1% | -14.7% | +75.7% | +61.9% |
| 1Y | +129.1% | -42.4% | +171.5% | +139.5% |
| All | +129.1% | -37.8% | +166.9% | +139.5% |
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 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