+118.1%
F vs HIMS
+183.3%
-65.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +5.3% | -3.9% | +9.2% | +5.7% |
| 30D | +4.6% | -12.4% | +17.0% | +5.8% |
| 3M | -3.7% | -1.1% | -2.6% | -4.7% |
| 6M | +16.8% | +68.4% | -51.6% | +6.8% |
| YTD | +15.3% | -14.7% | +30.0% | +13.5% |
| 1Y | +31.0% | -42.4% | +73.4% | +33.5% |
| 3Y | +45.4% | +304.5% | -259.1% | -5.9% |
| 5Y | +54.7% | +237.5% | -182.9% | -5.2% |
| All | +118.1% | +183.3% | -65.3% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling