+101.3%
HIMS vs Z
-7.7%
+109.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -1.2% |
| 7D | -24.1% | +0.8% | -25.0% | -24.2% |
| 30D | -28.8% | +5.2% | -34.0% | -30.3% |
| 3M | -31.4% | -17.0% | -14.4% | -27.7% |
| 6M | -18.3% | -22.7% | +4.4% | -12.3% |
| YTD | -39.2% | -56.3% | +17.1% | -21.6% |
| 1Y | -45.3% | -57.7% | +12.4% | -28.7% |
| 3Y | +181.9% | -16.5% | +198.4% | +195.1% |
| 5Y | +166.6% | -53.4% | +220.0% | +208.7% |
| All | +101.3% | -7.7% | +109.0% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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