+114.0%
CSCO vs HIMS
+221.2%
-107.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 3M | -11.7% | +3.7% | -15.4% | -12.4% |
| 6M | +40.1% | +79.0% | -38.9% | +33.9% |
| YTD | +43.8% | -13.2% | +57.0% | +43.0% |
| 1Y | +66.6% | -43.3% | +109.9% | +68.9% |
| 3Y | +108.5% | +331.4% | -222.9% | +68.2% |
| 5Y | +114.0% | +230.2% | -116.3% | +68.8% |
| All | +114.0% | +221.2% | -107.3% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling