+117.9%
ASML vs HIMS
+264.0%
-146.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.8% | +0.4% | -8.3% |
| 7D | -19.0% | -18.9% | -0.1% | -17.2% |
| 30D | -25.9% | -18.4% | -7.6% | -24.4% |
| 3M | -19.1% | -24.0% | +4.9% | -17.1% |
| 6M | -5.7% | -8.6% | +2.9% | -6.0% |
| YTD | +27.6% | -25.9% | +53.5% | +27.8% |
| 1Y | +30.8% | -45.0% | +75.8% | +34.4% |
| All | +117.9% | +264.0% | -146.1% | +75.5% |
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 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