-12.7%
CMCSA vs HIMS
-37.8%
+25.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -2.1% | -3.9% | +1.8% | -2.3% |
| 30D | +7.0% | -12.4% | +19.5% | +6.4% |
| 3M | +15.1% | -1.1% | +16.2% | +15.6% |
| 6M | -15.4% | +68.4% | -83.8% | -12.2% |
| YTD | -1.9% | -14.7% | +12.8% | -1.2% |
| 1Y | -12.7% | -42.4% | +29.7% | -12.7% |
| All | -12.7% | -37.8% | +25.1% | -12.7% |
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