+180.0%
HIMS vs ADSK
+36.1%
+143.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.1% | -2.8% |
| 7D | -1.4% | -10.9% | +9.5% | +4.1% |
| 30D | -10.1% | -15.9% | +5.8% | -2.4% |
| 3M | -1.2% | -4.4% | +3.1% | -1.1% |
| 6M | +16.9% | -16.6% | +33.6% | +25.0% |
| YTD | -15.5% | -28.5% | +13.0% | -3.0% |
| 1Y | -42.6% | -34.6% | -7.9% | -30.9% |
| 3Y | +320.2% | -3.5% | +323.7% | +324.1% |
| 5Y | +215.0% | -25.6% | +240.6% | +232.2% |
| All | +180.0% | +36.1% | +143.9% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling