+451.1%
GOOGL vs HIMS
+183.3%
+267.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.3% | -3.9% | +1.6% | -1.9% |
| 30D | -6.6% | -12.4% | +5.9% | -5.6% |
| 3M | -8.9% | -1.1% | -7.9% | -9.7% |
| 6M | +11.9% | +68.4% | -56.6% | +3.8% |
| YTD | +8.3% | -14.7% | +23.0% | +7.0% |
| 1Y | +46.2% | -42.4% | +88.6% | +48.9% |
| 3Y | +151.9% | +304.5% | -152.7% | +83.5% |
| 5Y | +137.7% | +237.5% | -99.8% | +65.3% |
| All | +451.1% | +183.3% | +267.8% | +204.8% |
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 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