+26.0%
C vs HIMS
-41.7%
+67.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | +1.4% |
| 7D | +1.1% | -9.1% | +10.1% | +1.7% |
| 30D | -2.4% | -10.1% | +7.7% | -1.8% |
| 3M | -8.4% | -17.1% | +8.7% | -7.3% |
| 6M | +0.3% | -2.2% | +2.6% | -0.7% |
| YTD | +9.1% | -17.9% | +27.0% | +12.3% |
| 1Y | +26.0% | -37.7% | +63.7% | +35.8% |
| All | +26.0% | -41.7% | +67.8% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling