+180.0%
HIMS vs TECH
+48.3%
+131.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -1.4% | -0.5% | -0.9% | -1.1% |
| 30D | -10.1% | 0.0% | -10.1% | -10.1% |
| 3M | -1.2% | +37.4% | -38.7% | -14.8% |
| 6M | +16.9% | +36.9% | -20.0% | -1.1% |
| YTD | -15.5% | +23.1% | -38.6% | -25.5% |
| 1Y | -42.6% | +42.2% | -84.8% | -53.4% |
| 3Y | +320.2% | +1.9% | +318.3% | +286.4% |
| 5Y | +215.0% | -42.9% | +258.0% | +260.3% |
| All | +180.0% | +48.3% | +131.7% | +184.2% |
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