+112.3%
HIMS vs ILMN
-26.5%
+138.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.1% |
| 7D | -21.9% | -6.0% | -15.9% | -19.9% |
| 30D | -32.1% | -23.0% | -9.0% | -25.2% |
| 3M | -31.8% | +10.4% | -42.2% | -35.0% |
| 6M | -28.6% | +49.4% | -78.0% | -39.8% |
| YTD | -35.9% | +62.3% | -98.3% | -47.8% |
| 1Y | -47.6% | +73.7% | -121.3% | -58.4% |
| 3Y | +205.6% | +122.5% | +83.1% | +112.7% |
| 5Y | +170.3% | -43.2% | +213.4% | +186.2% |
| All | +112.3% | -26.5% | +138.9% | +123.3% |
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