+140.1%
GOOGL vs HIMS
+214.8%
-74.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -1.4% | -8.2% | +6.8% | -0.8% |
| 3M | -5.3% | -4.7% | -0.6% | -5.8% |
| 6M | +9.8% | +6.3% | +3.5% | +7.0% |
| YTD | +8.4% | -15.3% | +23.6% | +7.0% |
| 1Y | +41.2% | -46.9% | +88.0% | +45.4% |
| 3Y | +149.6% | +321.3% | -171.7% | +66.0% |
| All | +140.1% | +214.8% | -74.7% | +49.0% |
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