+35.5%
INTU vs HIMS
+101.7%
-66.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.2% |
| 7D | -4.1% | -18.0% | +13.9% | -2.6% |
| 30D | +12.8% | -33.6% | +46.4% | +16.8% |
| 3M | +2.1% | -34.2% | +36.3% | +5.4% |
| 6M | -11.5% | -21.2% | +9.7% | -11.7% |
| YTD | -47.9% | -39.2% | -8.7% | -47.5% |
| 1Y | -47.7% | -49.4% | +1.8% | -46.2% |
| 3Y | -34.0% | +189.7% | -223.7% | -55.6% |
| 5Y | -43.5% | +166.6% | -210.2% | -64.8% |
| All | +35.5% | +101.7% | -66.2% | -41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling