+101.3%
HIMS vs P
+522.0%
-420.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.4% | -8.6% | -6.4% |
| 7D | -18.0% | +17.8% | -35.8% | -22.7% |
| 30D | -33.6% | -29.9% | -3.7% | -25.6% |
| 3M | -34.2% | -1.2% | -33.0% | -35.5% |
| 6M | -21.2% | +32.1% | -53.3% | -32.2% |
| YTD | -39.2% | +64.3% | -103.5% | -52.1% |
| 1Y | -49.4% | +24.3% | -73.7% | -57.1% |
| 3Y | +189.7% | +203.2% | -13.5% | +70.7% |
| 5Y | +166.6% | +290.4% | -123.8% | +43.5% |
| All | +101.3% | +522.0% | -420.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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