+381.6%
GOOGL vs HIMS
+101.7%
+279.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.9% | -24.1% | +28.0% | +6.4% |
| 30D | -14.9% | -28.8% | +13.9% | -12.5% |
| 3M | -14.6% | -31.4% | +16.9% | -12.1% |
| 6M | -26.4% | -18.3% | -8.2% | -26.2% |
| YTD | -5.3% | -39.2% | +33.9% | -3.9% |
| 1Y | +6.5% | -45.3% | +51.7% | +9.0% |
| 3Y | +126.0% | +181.9% | -55.8% | +70.1% |
| 5Y | +100.8% | +166.6% | -65.8% | +42.8% |
| All | +381.6% | +101.7% | +279.8% | +173.8% |
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