+184.7%
HIMS vs HLT
+227.7%
-43.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -2.7% | -1.5% | -1.3% | -2.1% |
| 30D | -12.2% | -1.2% | -10.9% | -11.9% |
| 3M | -3.7% | -10.3% | +6.6% | +0.7% |
| 6M | +25.9% | +1.3% | +24.6% | +24.8% |
| YTD | -14.1% | +7.0% | -21.1% | -17.4% |
| 1Y | -41.6% | +11.9% | -53.5% | -45.3% |
| 3Y | +327.3% | +100.7% | +226.6% | +226.4% |
| 5Y | +207.9% | +147.5% | +60.4% | +125.0% |
| All | +184.7% | +227.7% | -43.0% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling