+180.0%
HIMS vs HSY
+37.1%
+142.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -1.5% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | -10.1% | -3.4% | -6.6% | -10.4% |
| 3M | -1.2% | -0.5% | -0.7% | -1.1% |
| 6M | +16.9% | -19.1% | +36.1% | +15.6% |
| YTD | -15.5% | -2.1% | -13.4% | -15.9% |
| 1Y | -42.6% | -3.2% | -39.3% | -42.8% |
| 3Y | +320.2% | -8.8% | +329.0% | +321.9% |
| 5Y | +215.0% | +13.0% | +202.1% | +219.4% |
| All | +180.0% | +37.1% | +142.9% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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