+339.7%
AVGO vs HIMS
+324.7%
+15.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.0% |
| 7D | -0.8% | -2.7% | +1.9% | -0.4% |
| 30D | -13.7% | -12.2% | -1.6% | -12.4% |
| 3M | -6.9% | -3.7% | -3.2% | -7.4% |
| 6M | +5.8% | +25.9% | -20.1% | +0.4% |
| YTD | +5.7% | -14.1% | +19.7% | +4.3% |
| 1Y | +9.0% | -41.6% | +50.6% | +12.3% |
| All | +339.7% | +324.7% | +15.0% | +240.3% |
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