+180.7%
HIMS vs HUBB
+280.5%
-99.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.6% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -8.2% | -10.0% | +1.7% | -3.3% |
| 3M | -4.7% | -1.6% | -3.1% | -4.3% |
| 6M | +6.3% | -3.1% | +9.4% | +6.9% |
| YTD | -15.3% | +4.6% | -19.9% | -17.6% |
| 1Y | -46.9% | +3.3% | -50.2% | -47.9% |
| 3Y | +321.3% | +46.6% | +274.7% | +270.9% |
| 5Y | +215.8% | +158.7% | +57.2% | +138.4% |
| All | +180.7% | +280.5% | -99.8% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling