+1,366.2%
AVGO vs HIMS
+183.3%
+1,182.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.0% | -3.9% | +1.0% | -2.4% |
| 30D | -14.4% | -12.4% | -2.0% | -13.1% |
| 3M | -14.4% | -1.1% | -13.4% | -15.2% |
| 6M | +13.1% | +68.4% | -55.3% | +1.9% |
| YTD | +3.8% | -14.7% | +18.5% | +2.2% |
| 1Y | +17.8% | -42.4% | +60.2% | +21.6% |
| 3Y | +325.3% | +304.5% | +20.7% | +195.4% |
| 5Y | +689.9% | +237.5% | +452.4% | +423.2% |
| All | +1,366.2% | +183.3% | +1,182.8% | +525.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling