+399.2%
HPE vs HIMS
+181.3%
+218.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.2% | +12.4% |
| 7D | +19.4% | -0.7% | +20.1% | +19.5% |
| 30D | +5.6% | -8.2% | +13.8% | +6.3% |
| 3M | +33.1% | -4.7% | +37.8% | +32.3% |
| 6M | +192.5% | +6.3% | +186.2% | +185.0% |
| YTD | +160.9% | -15.3% | +176.2% | +157.4% |
| 1Y | +155.0% | -46.9% | +201.8% | +162.7% |
| 3Y | +289.4% | +321.3% | -31.9% | +204.8% |
| 5Y | +395.7% | +215.8% | +179.8% | +277.7% |
| All | +399.2% | +181.3% | +218.0% | +178.7% |
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