+184.7%
HIMS vs INFY
+11.8%
+172.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -2.7% | -8.7% | +6.0% | -0.2% |
| 30D | -12.2% | -13.0% | +0.8% | -8.6% |
| 3M | -3.7% | -8.8% | +5.0% | -2.5% |
| 6M | +25.9% | -22.6% | +48.5% | +34.8% |
| YTD | -14.1% | -37.3% | +23.3% | -1.6% |
| 1Y | -41.6% | -33.4% | -8.3% | -34.9% |
| 3Y | +327.3% | -32.3% | +359.6% | +371.4% |
| 5Y | +207.9% | -45.2% | +253.2% | +257.9% |
| All | +184.7% | +11.8% | +172.9% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling