+187.4%
HIMS vs HSY
+36.3%
+151.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.9% | -1.6% | +0.6% | -1.1% |
| 30D | -10.8% | -4.2% | -6.6% | -11.2% |
| 3M | +3.7% | -0.7% | +4.4% | +3.8% |
| 6M | +79.0% | -21.8% | +100.8% | +76.6% |
| YTD | -13.2% | -2.7% | -10.6% | -13.7% |
| 1Y | -43.3% | -4.8% | -38.4% | -43.6% |
| 3Y | +331.4% | -9.4% | +340.8% | +332.8% |
| 5Y | +230.2% | +11.3% | +219.0% | +234.6% |
| All | +187.4% | +36.3% | +151.2% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling