+125.3%
C vs HIMS
+101.7%
+23.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.3% |
| 7D | +4.7% | -18.0% | +22.7% | +6.2% |
| 30D | +0.2% | -33.6% | +33.8% | +3.4% |
| 3M | -9.3% | -34.2% | +24.8% | -6.7% |
| 6M | -0.8% | -21.2% | +20.3% | -0.3% |
| YTD | +8.5% | -39.2% | +47.8% | +9.8% |
| 1Y | +23.1% | -49.4% | +72.5% | +26.4% |
| 3Y | +220.8% | +189.7% | +31.1% | +154.8% |
| 5Y | +112.4% | +166.6% | -54.2% | +62.5% |
| All | +125.3% | +101.7% | +23.6% | +16.9% |
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