+63.9%
CSCO vs HIMS
-37.8%
+101.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.7% | -3.9% | +3.3% | -0.5% |
| 30D | -10.1% | -12.4% | +2.3% | -9.8% |
| 3M | -15.7% | -1.1% | -14.6% | -15.8% |
| 6M | +36.3% | +68.4% | -32.2% | +36.5% |
| YTD | +43.8% | -14.7% | +58.5% | +44.9% |
| 1Y | +63.9% | -42.4% | +106.3% | +66.6% |
| All | +63.9% | -37.8% | +101.7% | +66.6% |
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