+103.7%
HIMS vs COMP
-47.7%
+151.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -3.9% | +1.4% | -5.3% | -4.4% |
| 30D | -12.4% | -13.3% | +0.9% | -9.0% |
| 3M | -1.1% | +41.1% | -42.2% | -10.4% |
| 6M | +68.4% | +17.2% | +51.3% | +58.7% |
| YTD | -14.7% | +5.2% | -19.9% | -18.2% |
| 1Y | -42.4% | +18.9% | -61.3% | -47.1% |
| 3Y | +304.5% | +215.9% | +88.6% | +175.3% |
| 5Y | +237.5% | -31.2% | +268.7% | +274.3% |
| All | +103.7% | -47.7% | +151.4% | +183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling