+441.5%
GOOGL vs HIMS
+180.6%
+261.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -2.8% | -1.4% | -1.5% | -2.7% |
| 30D | -3.2% | -10.1% | +6.9% | -2.5% |
| 3M | -6.6% | -1.2% | -5.4% | -7.3% |
| 6M | +8.5% | +16.9% | -8.5% | +4.9% |
| YTD | +6.5% | -15.5% | +22.0% | +5.2% |
| 1Y | +39.4% | -42.6% | +82.0% | +42.0% |
| 3Y | +146.2% | +320.2% | -174.0% | +78.4% |
| 5Y | +138.3% | +215.0% | -76.7% | +66.5% |
| All | +441.5% | +180.6% | +261.0% | +199.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling