+45.1%
HIMS vs COMP
-52.0%
+97.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -24.1% | 0.0% | -24.1% | -24.0% |
| 30D | -28.8% | +16.6% | -45.4% | -31.9% |
| 3M | -31.4% | -23.5% | -7.9% | -26.3% |
| 6M | -18.3% | +25.7% | -44.0% | -24.1% |
| YTD | -39.2% | -3.4% | -35.8% | -40.5% |
| 1Y | -45.3% | +7.6% | -52.9% | -48.0% |
| 3Y | +181.9% | +423.6% | -241.7% | +71.4% |
| 5Y | +166.6% | -10.6% | +177.2% | +162.0% |
| All | +45.1% | -52.0% | +97.0% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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