+320.2%
HIMS vs SONY
+40.0%
+280.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | -1.4% | -5.8% | +4.4% | +1.4% |
| 30D | -10.1% | -0.4% | -9.7% | -10.4% |
| 3M | -1.2% | +13.3% | -14.5% | -9.4% |
| 6M | +16.9% | +8.5% | +8.4% | +8.8% |
| YTD | -15.5% | -8.1% | -7.4% | -13.1% |
| 1Y | -42.6% | -17.9% | -24.7% | -36.3% |
| All | +320.2% | +40.0% | +280.2% | +250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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