-37.7%
HIMS vs REGN
+45.3%
-83.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.4% | +8.1% | +5.2% |
| 7D | -9.1% | +14.4% | -23.5% | -14.8% |
| 30D | -10.1% | +28.1% | -38.3% | -20.8% |
| 3M | -17.1% | +22.5% | -39.6% | -24.7% |
| 6M | -2.2% | +31.6% | -33.8% | -13.3% |
| YTD | -17.9% | +21.0% | -38.9% | -23.1% |
| 1Y | -37.7% | +49.0% | -86.7% | -38.3% |
| All | -37.7% | +45.3% | -83.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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