+53.0%
HIMS vs COMP
-51.7%
+104.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +8.0% |
| 7D | -21.9% | +2.2% | -24.1% | -22.2% |
| 30D | -32.1% | +16.3% | -48.4% | -35.0% |
| 3M | -31.8% | -19.1% | -12.6% | -28.0% |
| 6M | -28.6% | +17.1% | -45.7% | -32.3% |
| YTD | -35.9% | -2.9% | -33.0% | -37.4% |
| 1Y | -47.6% | +8.8% | -56.4% | -50.4% |
| 3Y | +205.6% | +423.5% | -217.9% | +85.7% |
| 5Y | +170.3% | -10.5% | +180.7% | +165.5% |
| All | +53.0% | -51.7% | +104.7% | +116.7% |
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