+222.2%
HIMS vs COMP
-31.2%
+253.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.9% | +1.4% | -5.3% | -4.4% |
| 30D | -12.4% | -13.3% | +0.9% | -9.1% |
| 3M | -1.1% | +41.1% | -42.2% | -10.2% |
| 6M | +68.4% | +17.2% | +51.3% | +58.9% |
| YTD | -14.7% | +5.2% | -19.9% | -18.1% |
| 1Y | -42.4% | +18.9% | -61.3% | -47.0% |
| 3Y | +304.5% | +215.9% | +88.6% | +179.2% |
| All | +222.2% | -31.2% | +253.4% | +252.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling