+180.0%
HIMS vs REGN
+182.1%
-2.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.4% |
| 7D | -1.4% | -6.0% | +4.6% | -0.4% |
| 30D | -10.1% | -0.4% | -9.7% | -9.9% |
| 3M | -1.2% | +32.0% | -33.2% | -5.4% |
| 6M | +16.9% | +3.0% | +13.9% | +16.4% |
| YTD | -15.5% | +3.2% | -18.7% | -15.8% |
| 1Y | -42.6% | +43.4% | -86.0% | -45.1% |
| 3Y | +320.2% | -3.6% | +323.8% | +324.3% |
| 5Y | +215.0% | +23.1% | +191.9% | +204.3% |
| All | +180.0% | +182.1% | -2.1% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling