+57.7%
HD vs HIMS
+185.3%
-127.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -1.0% |
| 7D | -1.8% | -2.7% | +0.9% | -1.7% |
| 30D | -10.8% | -12.2% | +1.3% | -10.4% |
| 3M | -2.7% | -3.7% | +1.1% | -3.0% |
| 6M | -10.3% | +25.9% | -36.2% | -12.2% |
| YTD | -7.8% | -14.1% | +6.3% | -8.4% |
| 1Y | -23.1% | -41.6% | +18.5% | -22.3% |
| 3Y | +2.0% | +327.3% | -325.3% | -18.0% |
| 5Y | +6.2% | +207.9% | -201.7% | -16.9% |
| All | +57.7% | +185.3% | -127.5% | -10.7% |
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