+350.5%
HPE vs HIMS
+188.0%
+162.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.1% | +7.6% |
| 7D | +10.1% | -0.9% | +11.1% | +10.2% |
| 30D | +5.3% | -10.8% | +16.1% | +6.3% |
| 3M | +12.7% | +3.7% | +9.0% | +10.9% |
| 6M | +167.7% | +79.0% | +88.7% | +144.7% |
| YTD | +135.5% | -13.2% | +148.7% | +131.7% |
| 1Y | +143.4% | -43.3% | +186.6% | +148.9% |
| 3Y | +249.2% | +331.4% | -82.2% | +172.6% |
| 5Y | +343.8% | +230.2% | +113.6% | +237.3% |
| All | +350.5% | +188.0% | +162.5% | +150.8% |
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