-42.4%
HIMS vs HLT
+13.1%
-55.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -3.9% | -3.3% | -0.6% | -3.1% |
| 30D | -12.4% | -4.1% | -8.4% | -11.6% |
| 3M | -1.1% | -7.9% | +6.9% | +1.5% |
| 6M | +68.4% | +2.2% | +66.3% | +66.3% |
| YTD | -14.7% | +8.5% | -23.1% | -15.5% |
| 1Y | -42.4% | +12.1% | -54.5% | -38.9% |
| All | -42.4% | +13.1% | -55.5% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling