+168.0%
CSCO vs HIMS
+185.3%
-17.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | 0.0% | -2.7% | +2.7% | +0.1% |
| 30D | -10.7% | -12.2% | +1.5% | -10.3% |
| 3M | -8.7% | -3.7% | -5.0% | -9.0% |
| 6M | +44.9% | +25.9% | +19.0% | +42.1% |
| YTD | +44.1% | -14.1% | +58.2% | +43.4% |
| 1Y | +65.9% | -41.6% | +107.5% | +67.5% |
| 3Y | +109.0% | +327.3% | -218.3% | +79.7% |
| 5Y | +114.8% | +207.9% | -93.2% | +80.7% |
| All | +168.0% | +185.3% | -17.2% | +79.6% |
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 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