+165.3%
HIMS vs P
+446.6%
-281.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.5% | +4.5% | +6.8% |
| 7D | -6.1% | -23.8% | +17.7% | +3.1% |
| 30D | -12.0% | -36.6% | +24.6% | +2.5% |
| 3M | -12.3% | +10.9% | -23.2% | -18.0% |
| 6M | -3.3% | +30.0% | -33.3% | -16.1% |
| YTD | -19.9% | +44.4% | -64.3% | -33.8% |
| 1Y | -37.4% | +3.9% | -41.3% | -43.3% |
| 3Y | +314.0% | +176.6% | +137.4% | +152.9% |
| 5Y | +212.1% | +249.3% | -37.2% | +75.7% |
| All | +165.3% | +446.6% | -281.3% | +40.1% |
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