+182.8%
HIMS vs P
+462.2%
-279.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -3.9% | +6.5% | -10.5% | -6.2% |
| 30D | -12.4% | +18.8% | -31.3% | -19.3% |
| 3M | -1.1% | +26.7% | -27.8% | -11.5% |
| 6M | +68.4% | +62.2% | +6.3% | +37.0% |
| YTD | -14.7% | +48.5% | -63.2% | -29.3% |
| 1Y | -42.4% | +26.4% | -68.8% | -50.9% |
| 3Y | +304.5% | +159.4% | +145.1% | +155.2% |
| 5Y | +237.5% | +275.8% | -38.3% | +88.8% |
| All | +182.8% | +462.2% | -279.4% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling