+22.5%
F vs HIMS
-44.2%
+66.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -3.0% | -3.9% |
| 7D | -4.9% | -2.7% | -2.2% | -4.8% |
| 30D | -2.9% | -12.2% | +9.3% | -2.7% |
| 3M | -9.1% | -3.7% | -5.3% | -9.1% |
| 6M | +12.9% | +25.9% | -13.0% | +11.6% |
| YTD | +6.1% | -14.1% | +20.1% | +7.4% |
| 1Y | +22.5% | -41.6% | +64.1% | +25.0% |
| All | +22.5% | -44.2% | +66.7% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling