+101.3%
HIMS vs AMGN
+196.0%
-94.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -24.1% | +1.1% | -25.3% | -24.3% |
| 30D | -28.8% | +9.3% | -38.1% | -30.3% |
| 3M | -31.4% | +12.1% | -43.5% | -33.4% |
| 6M | -18.3% | +40.3% | -58.5% | -25.0% |
| YTD | -39.2% | +45.2% | -84.4% | -44.5% |
| 1Y | -45.3% | +42.4% | -87.7% | -49.8% |
| 3Y | +181.9% | +91.0% | +90.8% | +143.2% |
| 5Y | +166.6% | +157.4% | +9.2% | +125.3% |
| All | +101.3% | +196.0% | -94.6% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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