-29.8%
CMCSA vs HIMS
+180.6%
-210.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.4% |
| 7D | -5.6% | -1.4% | -4.2% | -5.5% |
| 30D | -1.9% | -10.1% | +8.2% | -1.7% |
| 3M | +6.4% | -1.2% | +7.7% | +6.0% |
| 6M | -16.9% | +16.9% | -33.8% | -18.0% |
| YTD | -6.8% | -15.5% | +8.7% | -7.1% |
| 1Y | -15.9% | -42.6% | +26.7% | -15.2% |
| 3Y | -33.4% | +320.2% | -353.6% | -43.0% |
| 5Y | -46.7% | +215.0% | -261.7% | -55.0% |
| All | -29.8% | +180.6% | -210.4% | -53.3% |
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