+45.9%
CSCO vs HIMS
-41.7%
+87.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.5% |
| 7D | -6.1% | -9.1% | +3.0% | -5.7% |
| 30D | -8.2% | -10.1% | +2.0% | -7.8% |
| 3M | -14.6% | -17.1% | +2.5% | -14.1% |
| 6M | +12.7% | -2.2% | +14.9% | +12.4% |
| YTD | +37.0% | -17.9% | +54.9% | +39.8% |
| 1Y | +45.9% | -37.7% | +83.6% | +50.1% |
| All | +45.9% | -41.7% | +87.6% | +50.1% |
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