+177.1%
HIMS vs Z
-55.0%
+232.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.8% | -15.6% | -13.5% |
| 7D | -9.1% | -5.2% | -3.9% | -7.3% |
| 30D | -25.8% | +5.7% | -31.5% | -28.7% |
| 3M | -27.4% | -8.7% | -18.6% | -26.1% |
| 6M | -18.9% | -26.0% | +7.1% | -8.9% |
| YTD | -29.4% | -55.0% | +25.7% | -0.3% |
| 1Y | -44.1% | -58.0% | +13.9% | -18.7% |
| 3Y | +246.0% | -15.2% | +261.2% | +243.5% |
| 5Y | +177.1% | -53.8% | +230.9% | +250.0% |
| All | +177.1% | -55.0% | +232.0% | +250.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling