+230.2%
HIMS vs A
-14.2%
+244.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +3.4% |
| 7D | -0.9% | -2.1% | +1.1% | +0.3% |
| 30D | -10.8% | +0.6% | -11.4% | -10.6% |
| 3M | +3.7% | +10.9% | -7.2% | -2.4% |
| 6M | +79.0% | +28.2% | +50.8% | +51.1% |
| YTD | -13.2% | +8.6% | -21.8% | -18.5% |
| 1Y | -43.3% | +15.5% | -58.8% | -49.6% |
| 3Y | +331.4% | +31.8% | +299.6% | +237.6% |
| 5Y | +230.2% | -14.9% | +245.1% | +225.4% |
| All | +230.2% | -14.2% | +244.5% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling