+187.4%
HIMS vs ILMN
-27.2%
+214.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +4.9% | +2.9% |
| 7D | -0.9% | +1.9% | -2.8% | -1.8% |
| 30D | -10.8% | +12.3% | -23.1% | -14.6% |
| 3M | +3.7% | +33.5% | -29.9% | -7.4% |
| 6M | +79.0% | +69.4% | +9.6% | +46.0% |
| YTD | -13.2% | +60.9% | -74.2% | -28.2% |
| 1Y | -43.3% | +115.0% | -158.2% | -58.6% |
| 3Y | +331.4% | +37.0% | +294.4% | +261.4% |
| 5Y | +230.2% | -53.1% | +283.4% | +266.7% |
| All | +187.4% | -27.2% | +214.6% | +207.0% |
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