+112.3%
HIMS vs Z
-8.7%
+121.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +8.2% |
| 7D | -21.9% | -13.1% | -8.9% | -18.0% |
| 30D | -32.1% | +5.9% | -37.9% | -33.7% |
| 3M | -31.8% | -13.7% | -18.1% | -29.2% |
| 6M | -28.6% | -27.1% | -1.5% | -21.7% |
| YTD | -35.9% | -56.8% | +20.9% | -17.0% |
| 1Y | -47.6% | -60.2% | +12.6% | -30.4% |
| 3Y | +205.6% | -19.7% | +225.3% | +223.5% |
| 5Y | +170.3% | -53.7% | +224.0% | +213.8% |
| All | +112.3% | -8.7% | +121.0% | +166.0% |
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