+182.8%
HIMS vs ILMN
-24.7%
+207.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -3.9% | +1.2% | -5.1% | -4.5% |
| 30D | -12.4% | +9.2% | -21.6% | -15.2% |
| 3M | -1.1% | +29.8% | -30.9% | -10.7% |
| 6M | +68.4% | +69.2% | -0.8% | +37.4% |
| YTD | -14.7% | +66.4% | -81.0% | -30.3% |
| 1Y | -42.4% | +123.4% | -165.8% | -58.6% |
| 3Y | +304.5% | +33.2% | +271.4% | +242.0% |
| 5Y | +237.5% | -52.0% | +289.5% | +270.5% |
| All | +182.8% | -24.7% | +207.4% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling