+181.9%
HIMS vs ABNB
+58.9%
+122.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -2.0% |
| 7D | -24.1% | -1.7% | -22.4% | -23.3% |
| 30D | -28.8% | +11.8% | -40.6% | -34.0% |
| 3M | -31.4% | +0.9% | -32.3% | -32.6% |
| 6M | -18.3% | +40.5% | -58.7% | -37.5% |
| YTD | -39.2% | +37.6% | -76.9% | -52.7% |
| 1Y | -45.3% | +54.1% | -99.4% | -60.9% |
| 3Y | +181.9% | +56.8% | +125.1% | +110.2% |
| All | +181.9% | +58.9% | +122.9% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 3y: compounded portfolio wealth divided by compounded ABNB 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…
3y analysis · Full analysis span regression · 6 months rolling