+231.1%
HOOD vs HIMS
+230.6%
+0.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | +7.7% | -2.7% | +10.5% | +8.5% |
| 30D | +22.0% | -12.2% | +34.1% | +26.8% |
| 3M | +37.6% | -3.7% | +41.3% | +37.0% |
| 6M | +45.3% | +25.9% | +19.4% | +29.8% |
| YTD | +1.9% | -14.1% | +16.0% | 0.0% |
| 1Y | -2.7% | -41.6% | +38.9% | +6.5% |
| 3Y | +973.4% | +327.3% | +646.1% | +324.1% |
| 5Y | +179.3% | +207.9% | -28.7% | +4.5% |
| All | +231.1% | +230.6% | +0.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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