-42.4%
HIMS vs ILMN
+127.6%
-170.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -3.9% | +1.2% | -5.1% | -4.5% |
| 30D | -12.4% | +9.2% | -21.6% | -15.3% |
| 3M | -1.1% | +29.8% | -30.9% | -10.5% |
| 6M | +68.4% | +69.2% | -0.8% | +39.1% |
| YTD | -14.7% | +66.4% | -81.0% | -28.9% |
| 1Y | -42.4% | +123.4% | -165.8% | -54.2% |
| All | -42.4% | +127.6% | -170.0% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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