+180.7%
HIMS vs EQIX
+120.3%
+60.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.4% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -8.2% | -2.5% | -5.7% | -7.2% |
| 3M | -4.7% | 0.0% | -4.7% | -5.5% |
| 6M | +6.3% | +7.6% | -1.3% | +2.1% |
| YTD | -15.3% | +37.5% | -52.8% | -28.3% |
| 1Y | -46.9% | +32.9% | -79.8% | -54.2% |
| 3Y | +321.3% | +42.8% | +278.5% | +253.0% |
| 5Y | +215.8% | +35.8% | +180.0% | +158.5% |
| All | +180.7% | +120.3% | +60.4% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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