+184.7%
HIMS vs HCA
+244.2%
-59.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -2.0% |
| 7D | -2.7% | +4.9% | -7.6% | -3.7% |
| 30D | -12.2% | +1.9% | -14.1% | -12.6% |
| 3M | -3.7% | +12.7% | -16.5% | -6.6% |
| 6M | +25.9% | -22.3% | +48.3% | +32.4% |
| YTD | -14.1% | -9.3% | -4.7% | -13.0% |
| 1Y | -41.6% | +2.7% | -44.4% | -42.7% |
| 3Y | +327.3% | +57.8% | +269.4% | +278.6% |
| 5Y | +207.9% | +70.3% | +137.6% | +164.6% |
| All | +184.7% | +244.2% | -59.5% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling