+17.4%
ISRG vs HIMS
+317.3%
-299.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.6% |
| 7D | -5.2% | -0.9% | -4.2% | -5.1% |
| 30D | -7.6% | -10.8% | +3.3% | -7.1% |
| 3M | -16.4% | +3.7% | -20.0% | -17.0% |
| 6M | -28.6% | +79.0% | -107.5% | -32.1% |
| YTD | -38.2% | -13.2% | -24.9% | -38.6% |
| 1Y | -25.5% | -43.3% | +17.8% | -24.5% |
| 3Y | +17.4% | +331.4% | -314.0% | -8.5% |
| All | +17.4% | +317.3% | -299.9% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling