+2,067.0%
DELL vs HIMS
+188.0%
+1,878.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | +25.6% | -0.9% | +26.6% | +25.8% |
| 30D | +17.7% | -10.8% | +28.5% | +18.9% |
| 3M | +33.4% | +3.7% | +29.8% | +31.4% |
| 6M | +266.2% | +79.0% | +187.2% | +233.6% |
| YTD | +328.0% | -13.2% | +341.2% | +323.3% |
| 1Y | +339.6% | -43.3% | +382.8% | +354.5% |
| 3Y | +694.6% | +331.4% | +363.2% | +506.8% |
| 5Y | +1,122.0% | +230.2% | +891.7% | +798.6% |
| All | +2,067.0% | +188.0% | +1,878.9% | +978.0% |
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 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