-35.3%
CMCSA vs HIMS
+324.7%
-359.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.6% |
| 7D | -8.3% | -2.7% | -5.6% | -8.3% |
| 30D | -2.4% | -12.2% | +9.8% | -2.4% |
| 3M | +4.5% | -3.7% | +8.2% | +4.4% |
| 6M | -18.8% | +25.9% | -44.7% | -19.3% |
| YTD | -8.9% | -14.1% | +5.1% | -8.7% |
| 1Y | -18.3% | -41.6% | +23.3% | -17.5% |
| All | -35.3% | +324.7% | -359.9% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling