+93.7%
META vs HIMS
+143.4%
-49.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.8% | -10.7% | -3.2% |
| 7D | -0.2% | -21.9% | +21.7% | +2.7% |
| 30D | -15.4% | -32.1% | +16.7% | -11.3% |
| 3M | +5.0% | -31.8% | +36.8% | +9.3% |
| 6M | +5.2% | -28.6% | +33.8% | +7.3% |
| YTD | -4.5% | -35.9% | +31.4% | -3.2% |
| 1Y | +0.6% | -47.6% | +48.3% | +4.9% |
| 3Y | +93.1% | +205.6% | -112.5% | +7.5% |
| 5Y | +93.7% | +170.3% | -76.6% | -4.2% |
| All | +93.7% | +143.4% | -49.7% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling