+101.3%
HIMS vs ILMN
-27.7%
+129.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -4.6% |
| 7D | -18.0% | +0.7% | -18.7% | -18.2% |
| 30D | -33.6% | -22.7% | -10.9% | -27.0% |
| 3M | -34.2% | +8.6% | -42.8% | -36.9% |
| 6M | -21.2% | +43.8% | -65.0% | -32.4% |
| YTD | -39.2% | +59.8% | -99.0% | -50.2% |
| 1Y | -49.4% | +71.8% | -121.2% | -59.6% |
| 3Y | +189.7% | +119.0% | +70.7% | +103.0% |
| 5Y | +166.6% | -43.8% | +210.4% | +184.0% |
| All | +101.3% | -27.7% | +129.0% | +113.1% |
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