+187.4%
HIMS vs P
+471.4%
-284.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.1% |
| 7D | -0.9% | +7.8% | -8.8% | -3.7% |
| 30D | -10.8% | +12.3% | -23.1% | -16.0% |
| 3M | +3.7% | +37.1% | -33.4% | -9.8% |
| 6M | +79.0% | +66.1% | +12.9% | +44.4% |
| YTD | -13.2% | +50.9% | -64.2% | -28.5% |
| 1Y | -43.3% | +27.2% | -70.5% | -51.7% |
| 3Y | +331.4% | +158.7% | +172.7% | +172.5% |
| 5Y | +230.2% | +291.1% | -60.9% | +82.9% |
| All | +187.4% | +471.4% | -284.0% | +51.3% |
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