-15.9%
CMCSA vs HIMS
-45.1%
+29.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.3% |
| 7D | -5.6% | -1.4% | -4.2% | -5.6% |
| 30D | -1.9% | -10.1% | +8.2% | -2.4% |
| 3M | +6.4% | -1.2% | +7.7% | +6.8% |
| 6M | -16.9% | +16.9% | -33.8% | -15.8% |
| YTD | -6.8% | -15.5% | +8.7% | -6.2% |
| 1Y | -15.9% | -42.6% | +26.7% | -15.3% |
| All | -15.9% | -45.1% | +29.2% | -15.3% |
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 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