+122.1%
C vs HIMS
+95.6%
+26.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.6% | +16.9% | +1.7% |
| 7D | -0.4% | -25.6% | +25.2% | +2.0% |
| 30D | -5.2% | -38.1% | +33.0% | -1.5% |
| 3M | -9.1% | -39.8% | +30.7% | -5.7% |
| 6M | -1.6% | -32.3% | +30.8% | +0.2% |
| YTD | +6.9% | -41.1% | +48.0% | +8.5% |
| 1Y | +23.0% | -53.4% | +76.4% | +27.2% |
| 3Y | +216.1% | +180.9% | +35.2% | +151.9% |
| 5Y | +112.2% | +138.5% | -26.3% | +63.7% |
| All | +122.1% | +95.6% | +26.5% | +15.6% |
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 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