+180.7%
HIMS vs A
+99.2%
+81.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -1.2% |
| 7D | -0.7% | -2.6% | +1.9% | +0.6% |
| 30D | -8.2% | -0.9% | -7.3% | -7.3% |
| 3M | -4.7% | +13.6% | -18.3% | -10.6% |
| 6M | +6.3% | +27.8% | -21.5% | -7.4% |
| YTD | -15.3% | +8.6% | -23.9% | -19.6% |
| 1Y | -46.9% | +16.9% | -63.7% | -52.0% |
| 3Y | +321.3% | +32.9% | +288.4% | +252.1% |
| 5Y | +215.8% | -14.1% | +229.9% | +207.0% |
| All | +180.7% | +99.2% | +81.5% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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