+510.3%
ASML vs HIMS
+165.8%
+344.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.1% | -3.0% | +3.8% |
| 7D | -9.0% | -6.1% | -2.9% | -8.2% |
| 30D | -21.0% | -12.0% | -9.0% | -19.6% |
| 3M | -16.3% | -12.3% | -4.0% | -15.3% |
| 6M | -7.5% | -3.3% | -4.3% | -8.9% |
| YTD | +34.0% | -19.9% | +53.9% | +32.6% |
| 1Y | +39.3% | -37.4% | +76.7% | +42.6% |
| 3Y | +128.9% | +314.0% | -185.2% | +36.0% |
| 5Y | +76.1% | +212.1% | -136.0% | +0.4% |
| All | +510.3% | +165.8% | +344.5% | +142.2% |
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 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