+636.7%
DELL vs HIMS
+317.7%
+319.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -5.1% |
| 7D | -1.9% | -1.4% | -0.5% | -1.7% |
| 30D | +14.9% | -10.1% | +24.9% | +16.1% |
| 3M | +37.2% | -1.2% | +38.4% | +36.0% |
| 6M | +254.0% | +16.9% | +237.1% | +241.8% |
| YTD | +306.1% | -15.5% | +321.6% | +304.7% |
| 1Y | +312.3% | -42.6% | +354.8% | +328.2% |
| All | +636.7% | +317.7% | +319.0% | +560.5% |
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