+107.8%
INTC vs HIMS
+183.3%
-75.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +7.1% | -3.9% | +11.0% | +7.6% |
| 30D | -5.2% | -12.4% | +7.2% | -3.9% |
| 3M | -14.3% | -1.1% | -13.2% | -14.8% |
| 6M | +110.2% | +68.4% | +41.7% | +93.0% |
| YTD | +159.6% | -14.7% | +174.3% | +156.9% |
| 1Y | +289.3% | -42.4% | +331.7% | +301.9% |
| 3Y | +166.1% | +304.5% | -138.5% | +89.2% |
| 5Y | +94.4% | +237.5% | -143.1% | +32.5% |
| All | +107.8% | +183.3% | -75.5% | +13.6% |
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