+180.7%
HIMS vs INFY
+13.2%
+167.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | -0.7% | -5.4% | +4.7% | +0.8% |
| 30D | -8.2% | -9.9% | +1.6% | -5.4% |
| 3M | -4.7% | -4.6% | -0.1% | -5.0% |
| 6M | +6.3% | -18.5% | +24.8% | +12.0% |
| YTD | -15.3% | -36.5% | +21.3% | -3.3% |
| 1Y | -46.9% | -32.8% | -14.1% | -40.9% |
| 3Y | +321.3% | -32.2% | +353.5% | +364.8% |
| 5Y | +215.8% | -44.7% | +260.5% | +265.9% |
| All | +180.7% | +13.2% | +167.5% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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