-46.9%
HIMS vs HUBB
+5.5%
-52.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -1.0% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -8.2% | -10.0% | +1.7% | -0.8% |
| 3M | -4.7% | -1.6% | -3.1% | -5.8% |
| 6M | +6.3% | -3.1% | +9.4% | +1.3% |
| YTD | -15.3% | +4.6% | -19.9% | -24.4% |
| 1Y | -46.9% | +3.3% | -50.2% | -52.3% |
| All | -46.9% | +5.5% | -52.4% | -52.3% |
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