+135.2%
CSCO vs HIMS
+101.7%
+33.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | +1.9% | -24.1% | +26.0% | +3.1% |
| 30D | -15.8% | -28.8% | +13.0% | -14.6% |
| 3M | -15.4% | -31.4% | +16.0% | -14.2% |
| 6M | -5.4% | -18.3% | +12.9% | -5.2% |
| YTD | +26.5% | -39.2% | +65.7% | +27.6% |
| 1Y | +25.9% | -45.3% | +71.2% | +27.6% |
| 3Y | +97.5% | +181.9% | -84.3% | +73.2% |
| 5Y | +93.0% | +166.6% | -73.6% | +64.3% |
| All | +135.2% | +101.7% | +33.4% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling