-32.8%
BABA vs HIMS
+183.3%
-216.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -4.8% | -3.9% | -0.8% | -4.4% |
| 30D | -11.9% | -12.4% | +0.6% | -11.0% |
| 3M | -9.3% | -1.1% | -8.2% | -10.3% |
| 6M | -14.2% | +68.4% | -82.7% | -21.6% |
| YTD | -22.0% | -14.7% | -7.4% | -23.2% |
| 1Y | -12.7% | -42.4% | +29.7% | -10.9% |
| 3Y | +26.7% | +304.5% | -277.9% | -22.6% |
| 5Y | -29.3% | +237.5% | -266.9% | -59.9% |
| All | -32.8% | +183.3% | -216.2% | -67.6% |
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