+84.9%
F vs HIMS
+112.8%
-27.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.8% | -9.0% | -1.1% |
| 7D | -2.1% | -21.9% | +19.8% | 0.0% |
| 30D | +3.3% | -32.1% | +35.4% | +6.9% |
| 3M | -11.3% | -31.8% | +20.5% | -8.6% |
| 6M | +5.3% | -28.6% | +33.9% | +6.6% |
| YTD | -2.2% | -35.9% | +33.7% | -1.7% |
| 1Y | -3.5% | -47.6% | +44.1% | -0.8% |
| 3Y | +49.5% | +205.6% | -156.1% | -1.1% |
| 5Y | -13.5% | +170.3% | -183.8% | -46.1% |
| All | +84.9% | +112.8% | -27.8% | -14.3% |
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 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