+167.5%
CSCO vs HIMS
+183.3%
-15.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.7% | -3.9% | +3.3% | -0.5% |
| 30D | -10.1% | -12.4% | +2.3% | -9.7% |
| 3M | -15.7% | -1.1% | -14.6% | -16.0% |
| 6M | +36.3% | +68.4% | -32.2% | +31.5% |
| YTD | +43.8% | -14.7% | +58.5% | +43.2% |
| 1Y | +63.9% | -42.4% | +106.3% | +65.6% |
| 3Y | +104.4% | +304.5% | -200.2% | +76.3% |
| 5Y | +111.4% | +237.5% | -126.2% | +77.7% |
| All | +167.5% | +183.3% | -15.9% | +79.3% |
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