+1,324.1%
AVGO vs HIMS
+101.7%
+1,222.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +18.2% | -24.1% | +42.3% | +22.1% |
| 30D | +0.2% | -28.8% | +29.0% | +4.5% |
| 3M | -16.8% | -31.4% | +14.6% | -13.3% |
| 6M | -16.5% | -18.3% | +1.8% | -15.8% |
| YTD | +0.8% | -39.2% | +40.1% | +3.3% |
| 1Y | +2.8% | -45.3% | +48.1% | +7.0% |
| 3Y | +278.5% | +181.9% | +96.7% | +175.2% |
| 5Y | +573.1% | +166.6% | +406.4% | +360.6% |
| All | +1,324.1% | +101.7% | +1,222.4% | +532.0% |
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