-15.8%
F vs HIMS
+211.8%
-227.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.1% | -8.8% | -1.5% |
| 7D | +1.6% | -6.1% | +7.6% | +2.0% |
| 30D | +2.6% | -12.0% | +14.6% | +3.6% |
| 3M | -8.8% | -12.3% | +3.5% | -8.2% |
| 6M | +4.6% | -3.3% | +7.9% | +2.8% |
| YTD | -1.9% | -19.9% | +18.0% | -3.1% |
| 1Y | -0.8% | -37.4% | +36.6% | +0.8% |
| 3Y | +43.5% | +314.0% | -270.5% | -17.3% |
| All | -15.8% | +211.8% | -227.6% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling