+2,202.6%
DELL vs HIMS
+181.3%
+2,021.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +11.9% |
| 7D | +8.2% | -0.7% | +9.0% | +8.3% |
| 30D | +17.1% | -8.2% | +25.3% | +18.0% |
| 3M | +45.2% | -4.7% | +49.9% | +44.5% |
| 6M | +286.8% | +6.3% | +280.5% | +277.7% |
| YTD | +354.8% | -15.3% | +370.1% | +351.1% |
| 1Y | +358.3% | -46.9% | +405.1% | +377.8% |
| 3Y | +724.9% | +321.3% | +403.6% | +531.9% |
| 5Y | +1,193.7% | +215.8% | +977.8% | +854.9% |
| All | +2,202.6% | +181.3% | +2,021.3% | +1,049.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling