+340.8%
HPE vs HIMS
+202.2%
+138.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.6% | -6.0% |
| 7D | +1.4% | -1.4% | +2.8% | +1.6% |
| 30D | +1.5% | -10.1% | +11.6% | +2.5% |
| 3M | +21.7% | -1.2% | +23.0% | +20.3% |
| 6M | +164.2% | +16.9% | +147.2% | +152.8% |
| YTD | +132.1% | -15.5% | +147.5% | +128.5% |
| 1Y | +130.6% | -42.6% | +173.2% | +136.8% |
| 3Y | +244.1% | +320.2% | -76.1% | +139.8% |
| 5Y | +340.8% | +215.0% | +125.8% | +201.0% |
| All | +340.8% | +202.2% | +138.6% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling