+165.3%
HIMS vs ILMN
-26.4%
+191.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.5% | +5.6% | +7.1% |
| 7D | -6.1% | -9.7% | +3.6% | -2.1% |
| 30D | -12.0% | -20.4% | +8.4% | -4.2% |
| 3M | -12.3% | +10.0% | -22.4% | -16.4% |
| 6M | -3.3% | +49.5% | -52.8% | -18.3% |
| YTD | -19.9% | +62.5% | -82.4% | -34.8% |
| 1Y | -37.4% | +76.0% | -113.4% | -50.5% |
| 3Y | +314.0% | +94.2% | +219.8% | +202.6% |
| 5Y | +212.1% | -46.3% | +258.4% | +234.1% |
| All | +165.3% | -26.4% | +191.7% | +179.0% |
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