+187.4%
HIMS vs HUBB
+284.1%
-96.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | -0.9% | +4.8% | -5.8% | -3.3% |
| 30D | -10.8% | -9.3% | -1.5% | -6.5% |
| 3M | +3.7% | -3.9% | +7.6% | +5.5% |
| 6M | +79.0% | -0.8% | +79.8% | +78.6% |
| YTD | -13.2% | +5.6% | -18.8% | -16.0% |
| 1Y | -43.3% | +7.7% | -51.0% | -45.5% |
| 3Y | +331.4% | +47.5% | +283.9% | +278.4% |
| 5Y | +230.2% | +153.7% | +76.6% | +148.8% |
| All | +187.4% | +284.1% | -96.6% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling