+141.5%
HIMS vs ILMN
-44.7%
+186.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -24.1% | -2.9% | -21.2% | -23.1% |
| 30D | -28.8% | -23.8% | -5.0% | -20.1% |
| 3M | -31.4% | +7.5% | -38.9% | -34.6% |
| 6M | -18.3% | +42.8% | -61.0% | -31.9% |
| YTD | -39.2% | +57.8% | -97.1% | -51.9% |
| 1Y | -45.3% | +72.6% | -117.9% | -58.4% |
| 3Y | +181.9% | +129.3% | +52.5% | +76.8% |
| All | +141.5% | -44.7% | +186.1% | +219.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling