+144.3%
ASML vs HIMS
+227.2%
-83.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -11.8% | +18.0% | +7.5% |
| 7D | -0.8% | -9.1% | +8.3% | 0.0% |
| 30D | -14.9% | -25.8% | +10.9% | -12.3% |
| 3M | -13.0% | -27.4% | +14.4% | -10.5% |
| 6M | -4.7% | -18.9% | +14.2% | -3.9% |
| YTD | +42.3% | -29.4% | +71.7% | +43.0% |
| 1Y | +49.7% | -44.1% | +93.8% | +53.5% |
| 3Y | +144.3% | +246.0% | -101.7% | +93.6% |
| All | +144.3% | +227.2% | -83.0% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling