+108.6%
ASML vs HIMS
+237.9%
-129.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +1.1% | -3.9% | +5.0% | +1.7% |
| 30D | +2.2% | -12.4% | +14.6% | +3.8% |
| 3M | -2.3% | -1.1% | -1.2% | -3.5% |
| 6M | +23.0% | +68.4% | -45.5% | +9.5% |
| YTD | +61.1% | -14.7% | +75.7% | +58.3% |
| 1Y | +129.1% | -42.4% | +171.5% | +136.5% |
| 3Y | +165.4% | +304.5% | -139.2% | +41.1% |
| All | +108.6% | +237.9% | -129.4% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling