+101.3%
HIMS vs TECH
+49.9%
+51.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.2% | -5.2% |
| 7D | -18.0% | +0.2% | -18.2% | -18.1% |
| 30D | -33.6% | +0.5% | -34.1% | -33.7% |
| 3M | -34.2% | +1.0% | -35.1% | -34.4% |
| 6M | -21.2% | +54.1% | -75.2% | -35.5% |
| YTD | -39.2% | +24.4% | -63.6% | -46.7% |
| 1Y | -49.4% | +19.3% | -68.7% | -54.9% |
| 3Y | +189.7% | +28.5% | +161.2% | +138.4% |
| 5Y | +166.6% | -41.0% | +207.6% | +202.5% |
| All | +101.3% | +49.9% | +51.4% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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