-42.4%
HIMS vs HUBB
+8.5%
-50.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.9% | +0.5% | -4.5% | -4.4% |
| 30D | -12.4% | -10.0% | -2.4% | -5.3% |
| 3M | -1.1% | -4.8% | +3.7% | +0.6% |
| 6M | +68.4% | -5.6% | +74.0% | +64.8% |
| YTD | -14.7% | +4.7% | -19.3% | -24.3% |
| 1Y | -42.4% | +6.7% | -49.1% | -50.5% |
| All | -42.4% | +8.5% | -50.9% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling