+180.7%
HIMS vs ADSK
+36.6%
+144.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -0.7% | -2.5% | +1.8% | +0.4% |
| 30D | -8.2% | -14.9% | +6.7% | -1.0% |
| 3M | -4.7% | +3.3% | -8.0% | -7.9% |
| 6M | +6.3% | -15.7% | +22.0% | +13.0% |
| YTD | -15.3% | -28.2% | +13.0% | -2.9% |
| 1Y | -46.9% | -34.5% | -12.3% | -36.1% |
| 3Y | +321.3% | -2.9% | +324.2% | +324.0% |
| 5Y | +215.8% | -25.3% | +241.2% | +232.5% |
| All | +180.7% | +36.6% | +144.1% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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