-2.5%
IBM vs HIMS
-37.8%
+35.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.3% | -3.9% | +3.6% | -0.1% |
| 30D | +0.3% | -12.4% | +12.7% | +0.9% |
| 3M | -21.6% | -1.1% | -20.5% | -22.5% |
| 6M | -4.7% | +68.4% | -73.1% | -9.0% |
| YTD | -19.1% | -14.7% | -4.4% | -17.7% |
| 1Y | -2.5% | -42.4% | +39.9% | +1.5% |
| All | -2.5% | -37.8% | +35.3% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling