+327.3%
HIMS vs AMGN
+65.8%
+261.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.7% | -11.6% | +8.9% | +0.8% |
| 30D | -12.2% | -5.7% | -6.5% | -10.9% |
| 3M | -3.7% | +14.2% | -17.9% | -8.6% |
| 6M | +25.9% | +5.2% | +20.7% | +23.4% |
| YTD | -14.1% | +22.0% | -36.1% | -19.8% |
| 1Y | -41.6% | +43.6% | -85.3% | -49.0% |
| All | +327.3% | +65.8% | +261.5% | +262.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling