+180.7%
HIMS vs HLT
+226.8%
-46.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.7% | -1.6% | +0.9% | 0.0% |
| 30D | -8.2% | -5.0% | -3.2% | -6.2% |
| 3M | -4.7% | -10.4% | +5.7% | -0.3% |
| 6M | +6.3% | +3.2% | +3.1% | +4.5% |
| YTD | -15.3% | +6.7% | -22.0% | -18.4% |
| 1Y | -46.9% | +10.3% | -57.1% | -49.9% |
| 3Y | +321.3% | +99.3% | +222.0% | +222.7% |
| 5Y | +215.8% | +143.7% | +72.2% | +131.5% |
| All | +180.7% | +226.8% | -46.1% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling