+150.8%
CSCO vs HIMS
+101.7%
+49.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.5% |
| 7D | +6.6% | -18.0% | +24.6% | +7.4% |
| 30D | -11.3% | -33.6% | +22.2% | -9.8% |
| 3M | -17.3% | -34.2% | +16.8% | -16.0% |
| 6M | +3.5% | -21.2% | +24.7% | +3.9% |
| YTD | +34.9% | -39.2% | +74.1% | +36.1% |
| 1Y | +40.5% | -49.4% | +89.9% | +42.9% |
| 3Y | +109.3% | +189.7% | -80.5% | +83.1% |
| 5Y | +105.9% | +166.6% | -60.7% | +75.3% |
| All | +150.8% | +101.7% | +49.1% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling