+320.2%
HIMS vs HCA
+57.5%
+262.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.4% | +2.9% | -4.3% | -2.2% |
| 30D | -10.1% | +2.4% | -12.4% | -10.7% |
| 3M | -1.2% | +13.0% | -14.3% | -5.3% |
| 6M | +16.9% | -21.4% | +38.3% | +27.4% |
| YTD | -15.5% | -9.5% | -6.0% | -13.1% |
| 1Y | -42.6% | +7.5% | -50.1% | -45.5% |
| All | +320.2% | +57.5% | +262.7% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 3y: compounded portfolio wealth divided by compounded HCA 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…
3y analysis · Full analysis span regression · 6 months rolling