+250.7%
HOOD vs HIMS
+228.3%
+22.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +17.1% | -3.9% | +21.0% | +18.5% |
| 30D | +31.6% | -12.4% | +44.0% | +36.9% |
| 3M | +38.2% | -1.1% | +39.3% | +36.3% |
| 6M | +48.5% | +68.4% | -19.9% | +17.7% |
| YTD | +8.0% | -14.7% | +22.6% | +6.2% |
| 1Y | +18.7% | -42.4% | +61.1% | +30.6% |
| 3Y | +999.1% | +304.5% | +694.6% | +344.0% |
| 5Y | +181.7% | +237.5% | -55.8% | +2.0% |
| All | +250.7% | +228.3% | +22.4% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling