-33.2%
BABA vs HIMS
+188.0%
-221.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -0.2% | -0.9% | +0.8% | -0.1% |
| 30D | -12.3% | -10.8% | -1.4% | -11.5% |
| 3M | -5.3% | +3.7% | -9.0% | -6.8% |
| 6M | -13.1% | +79.0% | -92.0% | -21.1% |
| YTD | -22.4% | -13.2% | -9.2% | -23.8% |
| 1Y | -19.5% | -43.3% | +23.8% | -17.6% |
| 3Y | +32.9% | +331.4% | -298.4% | -19.8% |
| 5Y | -29.9% | +230.2% | -260.1% | -60.2% |
| All | -33.2% | +188.0% | -221.2% | -67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling