+68.7%
HIMS vs COMP
-49.2%
+117.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.7% | -17.4% | -13.4% |
| 7D | -9.1% | +14.5% | -23.7% | -12.7% |
| 30D | -25.8% | +14.9% | -40.7% | -29.0% |
| 3M | -27.4% | -14.2% | -13.2% | -24.9% |
| 6M | -18.9% | +23.7% | -42.6% | -24.5% |
| YTD | -29.4% | +2.1% | -31.4% | -32.2% |
| 1Y | -44.1% | +26.2% | -70.3% | -49.5% |
| 3Y | +246.0% | +470.9% | -224.9% | +104.7% |
| 5Y | +177.1% | -14.0% | +191.1% | +177.6% |
| All | +68.7% | -49.2% | +117.9% | +134.6% |
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