+46.5%
F vs HIMS
+221.2%
-174.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.4% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | +1.2% | -10.8% | +12.1% | +2.2% |
| 3M | -5.7% | +3.7% | -9.3% | -7.2% |
| 6M | +17.9% | +79.0% | -61.0% | +6.6% |
| YTD | +10.4% | -13.2% | +23.6% | +8.5% |
| 1Y | +25.3% | -43.3% | +68.6% | +28.3% |
| 3Y | +37.5% | +331.4% | -293.9% | -21.4% |
| 5Y | +46.5% | +230.2% | -183.7% | -19.9% |
| All | +46.5% | +221.2% | -174.7% | -19.9% |
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