-28.7%
CMCSA vs HIMS
+101.7%
-130.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.2% | -24.1% | +27.3% | +3.7% |
| 30D | +19.5% | -28.8% | +48.3% | +20.3% |
| 3M | -2.4% | -31.4% | +29.0% | -1.8% |
| 6M | +3.8% | -18.3% | +22.1% | +3.4% |
| YTD | -5.4% | -39.2% | +33.9% | -5.2% |
| 1Y | +1.1% | -45.3% | +46.4% | +1.7% |
| 3Y | -27.1% | +181.9% | -209.0% | -36.9% |
| 5Y | -40.3% | +166.6% | -206.9% | -49.6% |
| All | -28.7% | +101.7% | -130.5% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling