+46.0%
F vs HIMS
+191.0%
-145.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | -24.1% | +21.0% | -1.8% |
| 30D | 0.0% | -28.8% | +28.9% | +1.6% |
| 3M | -13.2% | -31.4% | +18.2% | -11.8% |
| 6M | -10.2% | -18.3% | +8.1% | -10.2% |
| YTD | -4.9% | -39.2% | +34.3% | -4.1% |
| 1Y | -6.1% | -45.3% | +39.2% | -4.6% |
| 3Y | +46.0% | +181.9% | -135.9% | +15.2% |
| All | +46.0% | +191.0% | -145.0% | +15.2% |
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