+91.2%
HIMS vs COMP
-52.0%
+143.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +10.7% | -2.7% | +5.0% |
| 7D | -6.1% | +13.4% | -19.5% | -9.4% |
| 30D | -12.0% | +11.1% | -23.1% | -14.9% |
| 3M | -12.3% | -18.8% | +6.5% | -7.7% |
| 6M | -3.3% | +10.5% | -13.8% | -6.9% |
| YTD | -19.9% | -3.4% | -16.5% | -21.7% |
| 1Y | -37.4% | +19.7% | -57.1% | -42.4% |
| 3Y | +314.0% | +381.6% | -67.6% | +156.4% |
| 5Y | +212.1% | -17.6% | +229.7% | +216.9% |
| All | +91.2% | -52.0% | +143.1% | +170.9% |
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