+245.9%
META vs HIMS
+95.6%
+150.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.6% | +16.6% | +2.1% |
| 7D | +3.3% | -25.6% | +28.8% | +6.6% |
| 30D | -10.8% | -38.1% | +27.4% | -5.8% |
| 3M | +7.9% | -39.8% | +47.7% | +13.6% |
| 6M | +5.4% | -32.3% | +37.7% | +8.1% |
| YTD | -2.6% | -41.1% | +38.5% | -0.4% |
| 1Y | +1.9% | -53.4% | +55.3% | +7.2% |
| 3Y | +97.0% | +180.9% | -84.0% | +34.1% |
| 5Y | +97.6% | +138.5% | -40.9% | +25.5% |
| All | +245.9% | +95.6% | +150.3% | +70.1% |
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