+180.7%
HIMS vs ZBRA
+77.4%
+103.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | -0.5% |
| 7D | -0.7% | -3.4% | +2.7% | +0.6% |
| 30D | -8.2% | -7.4% | -0.8% | -5.5% |
| 3M | -4.7% | +57.5% | -62.2% | -22.5% |
| 6M | +6.3% | +64.0% | -57.7% | -16.0% |
| YTD | -15.3% | +44.3% | -59.6% | -30.5% |
| 1Y | -46.9% | +10.9% | -57.7% | -51.1% |
| 3Y | +321.3% | +37.5% | +283.8% | +253.3% |
| 5Y | +215.8% | -39.7% | +255.5% | +215.6% |
| All | +180.7% | +77.4% | +103.3% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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