+320.2%
HIMS vs ROKU
+82.2%
+238.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -1.4% | -2.6% | +1.3% | -0.3% |
| 30D | -10.1% | +2.1% | -12.2% | -11.0% |
| 3M | -1.2% | +31.8% | -33.0% | -14.1% |
| 6M | +16.9% | +53.3% | -36.4% | -4.7% |
| YTD | -15.5% | +42.1% | -57.6% | -29.3% |
| 1Y | -42.6% | +62.3% | -104.9% | -54.8% |
| All | +320.2% | +82.2% | +238.0% | +212.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling