+92.7%
ASML vs HIMS
+143.4%
-50.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | +0.4% |
| 7D | +2.5% | -21.9% | +24.5% | +6.0% |
| 30D | -12.2% | -32.1% | +19.9% | -7.4% |
| 3M | -14.6% | -31.8% | +17.2% | -10.6% |
| 6M | -1.7% | -28.6% | +26.8% | +0.8% |
| YTD | +44.3% | -35.9% | +80.2% | +47.0% |
| 1Y | +51.0% | -47.6% | +98.6% | +58.3% |
| 3Y | +137.6% | +205.6% | -68.0% | +29.5% |
| 5Y | +92.7% | +170.3% | -77.5% | -9.4% |
| All | +92.7% | +143.4% | -50.7% | -9.4% |
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