+101.3%
CSCO vs HIMS
+186.4%
-85.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.6% | +16.1% | +0.2% |
| 7D | -4.7% | -25.6% | +20.9% | -3.6% |
| 30D | -17.1% | -38.1% | +21.0% | -15.6% |
| 3M | -19.6% | -39.8% | +20.2% | -18.2% |
| 6M | +2.4% | -32.3% | +34.7% | +3.4% |
| YTD | +29.8% | -41.1% | +70.9% | +31.3% |
| 1Y | +38.7% | -53.4% | +92.1% | +41.5% |
| 3Y | +101.3% | +180.9% | -79.6% | +73.7% |
| All | +101.3% | +186.4% | -85.0% | +73.7% |
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