+108.5%
CSCO vs HIMS
+317.3%
-208.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | -10.1% | -10.8% | +0.7% | -9.8% |
| 3M | -11.7% | +3.7% | -15.4% | -12.2% |
| 6M | +40.1% | +79.0% | -38.9% | +35.9% |
| YTD | +43.8% | -13.2% | +57.0% | +43.4% |
| 1Y | +66.6% | -43.3% | +109.9% | +68.6% |
| 3Y | +108.5% | +331.4% | -222.9% | +82.1% |
| All | +108.5% | +317.3% | -208.8% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling