+434.9%
GOOG vs HIMS
+185.3%
+249.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -1.6% | -2.7% | +1.2% | -1.3% |
| 30D | -7.7% | -12.2% | +4.5% | -6.7% |
| 3M | -9.3% | -3.7% | -5.6% | -9.8% |
| 6M | +7.4% | +25.9% | -18.5% | +3.1% |
| YTD | +4.9% | -14.1% | +18.9% | +3.5% |
| 1Y | +37.2% | -41.6% | +78.8% | +39.6% |
| 3Y | +141.6% | +327.3% | -185.6% | +74.4% |
| 5Y | +128.8% | +207.9% | -79.2% | +59.5% |
| All | +434.9% | +185.3% | +249.6% | +194.2% |
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 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