+321.3%
HIMS vs REGN
-4.3%
+325.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.6% |
| 7D | -0.7% | -5.6% | +4.9% | +0.6% |
| 30D | -8.2% | -2.0% | -6.3% | -7.7% |
| 3M | -4.7% | +28.0% | -32.7% | -9.3% |
| 6M | +6.3% | +1.2% | +5.1% | +6.1% |
| YTD | -15.3% | +1.6% | -16.9% | -15.4% |
| 1Y | -46.9% | +38.2% | -85.1% | -48.6% |
| 3Y | +321.3% | -5.4% | +326.6% | +350.4% |
| All | +321.3% | -4.3% | +325.6% | +350.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling