+134.1%
HIMS vs ILMN
-23.8%
+157.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.6% | -15.4% | -13.2% |
| 7D | -9.1% | -2.6% | -6.6% | -8.4% |
| 30D | -25.8% | -20.6% | -5.2% | -19.4% |
| 3M | -27.4% | +17.5% | -44.8% | -32.6% |
| 6M | -18.9% | +55.6% | -74.5% | -32.8% |
| YTD | -29.4% | +68.3% | -97.7% | -43.4% |
| 1Y | -44.1% | +81.1% | -125.2% | -56.4% |
| 3Y | +246.0% | +112.2% | +133.8% | +143.9% |
| 5Y | +177.1% | -42.6% | +219.6% | +190.2% |
| All | +134.1% | -23.8% | +157.9% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling