+180.7%
HIMS vs HPQ
+142.4%
+38.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | -2.3% |
| 7D | -0.7% | +9.8% | -10.5% | -3.8% |
| 30D | -8.2% | +22.4% | -30.6% | -14.6% |
| 3M | -4.7% | +45.2% | -49.9% | -17.2% |
| 6M | +6.3% | +96.4% | -90.1% | -17.8% |
| YTD | -15.3% | +65.4% | -80.7% | -30.7% |
| 1Y | -46.9% | +31.6% | -78.4% | -52.8% |
| 3Y | +321.3% | +37.0% | +284.3% | +271.8% |
| 5Y | +215.8% | +53.0% | +162.8% | +181.4% |
| All | +180.7% | +142.4% | +38.3% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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