+540.5%
ASML vs HIMS
+101.7%
+438.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.9% | -24.1% | +29.1% | +8.7% |
| 30D | -9.3% | -28.8% | +19.6% | -5.2% |
| 3M | -19.0% | -31.4% | +12.4% | -15.4% |
| 6M | -5.2% | -18.3% | +13.1% | -4.6% |
| YTD | +40.6% | -39.2% | +79.8% | +44.2% |
| 1Y | +47.5% | -45.3% | +92.8% | +53.2% |
| 3Y | +133.9% | +181.9% | -48.0% | +47.7% |
| 5Y | +83.8% | +166.6% | -82.8% | +7.2% |
| All | +540.5% | +101.7% | +438.7% | +163.3% |
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