+180.7%
HIMS vs ROKU
+5.6%
+175.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -8.2% | +2.1% | -10.3% | -8.8% |
| 3M | -4.7% | +29.5% | -34.2% | -12.5% |
| 6M | +6.3% | +53.8% | -47.5% | -6.8% |
| YTD | -15.3% | +42.8% | -58.1% | -24.6% |
| 1Y | -46.9% | +60.7% | -107.6% | -54.2% |
| 3Y | +321.3% | +83.9% | +237.4% | +239.3% |
| 5Y | +215.8% | -52.8% | +268.7% | +179.8% |
| All | +180.7% | +5.6% | +175.1% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 10y: compounded portfolio wealth divided by compounded ROKU 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…
10y analysis · Full analysis span regression · 6 months rolling