+187.4%
HIMS vs EQIX
+121.0%
+66.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | -0.9% | +1.3% | -2.3% | -1.6% |
| 30D | -10.8% | +0.3% | -11.2% | -11.0% |
| 3M | +3.7% | -1.6% | +5.2% | +3.6% |
| 6M | +79.0% | +12.2% | +66.8% | +69.1% |
| YTD | -13.2% | +38.0% | -51.2% | -26.6% |
| 1Y | -43.3% | +38.9% | -82.2% | -52.1% |
| 3Y | +331.4% | +43.8% | +287.6% | +260.3% |
| 5Y | +230.2% | +30.4% | +199.9% | +171.4% |
| All | +187.4% | +121.0% | +66.4% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling