-44.1%
HIMS vs P
+10.7%
-54.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.3% | -18.1% | -13.4% |
| 7D | -9.1% | -9.6% | +0.5% | -6.9% |
| 30D | -25.8% | -33.4% | +7.6% | -17.9% |
| 3M | -27.4% | +14.2% | -41.6% | -31.7% |
| 6M | -18.9% | +31.6% | -50.4% | -28.4% |
| YTD | -29.4% | +53.5% | -82.8% | -41.3% |
| All | -44.1% | +10.7% | -54.8% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling