+134.1%
HIMS vs P
+481.0%
-346.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.3% | -18.1% | -13.9% |
| 7D | -9.1% | -9.6% | +0.5% | -6.4% |
| 30D | -25.8% | -33.4% | +7.6% | -15.4% |
| 3M | -27.4% | +14.2% | -41.6% | -33.0% |
| 6M | -18.9% | +31.6% | -50.4% | -30.1% |
| YTD | -29.4% | +53.5% | -82.8% | -43.0% |
| 1Y | -44.1% | +14.2% | -58.3% | -51.2% |
| 3Y | +246.0% | +190.5% | +55.5% | +106.9% |
| 5Y | +177.1% | +256.3% | -79.3% | +53.3% |
| All | +134.1% | +481.0% | -346.9% | +20.6% |
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