+141.5%
HIMS vs P
+279.3%
-137.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | -24.1% | +11.6% | -35.7% | -27.7% |
| 30D | -28.8% | -23.7% | -5.1% | -21.5% |
| 3M | -31.4% | -8.0% | -23.4% | -31.1% |
| 6M | -18.3% | +27.9% | -46.2% | -31.1% |
| YTD | -39.2% | +61.2% | -100.4% | -54.5% |
| 1Y | -45.3% | +28.6% | -73.9% | -56.3% |
| 3Y | +181.9% | +200.5% | -18.6% | +35.4% |
| All | +141.5% | +279.3% | -137.8% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling