+269.4%
HPE vs HIMS
+324.7%
-55.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.2% |
| 7D | +13.6% | -2.7% | +16.4% | +14.0% |
| 30D | +7.7% | -12.2% | +19.9% | +9.0% |
| 3M | +22.4% | -3.7% | +26.1% | +21.4% |
| 6M | +172.6% | +25.9% | +146.7% | +158.9% |
| YTD | +147.5% | -14.1% | +161.6% | +143.5% |
| 1Y | +151.8% | -41.6% | +193.4% | +157.9% |
| All | +269.4% | +324.7% | -55.3% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling