+62.8%
META vs HIMS
+237.9%
-175.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | -3.9% | +10.6% | +7.3% |
| 30D | +4.8% | -12.4% | +17.2% | +6.2% |
| 3M | -1.6% | -1.1% | -0.6% | -2.9% |
| 6M | -7.5% | +68.4% | -75.9% | -17.8% |
| YTD | -6.4% | -14.7% | +8.3% | -8.1% |
| 1Y | -17.3% | -42.4% | +25.1% | -14.8% |
| 3Y | +109.9% | +304.5% | -194.6% | +13.0% |
| All | +62.8% | +237.9% | -175.1% | -20.7% |
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 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