+229.1%
META vs HIMS
+165.8%
+63.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.2% | -0.2% |
| 7D | -0.8% | -6.1% | +5.3% | -0.1% |
| 30D | -15.4% | -12.0% | -3.4% | -14.3% |
| 3M | +3.5% | -12.3% | +15.9% | +4.4% |
| 6M | -0.3% | -3.3% | +3.0% | -1.9% |
| YTD | -7.3% | -19.9% | +12.6% | -8.4% |
| 1Y | -1.1% | -37.4% | +36.3% | +0.8% |
| 3Y | +95.1% | +314.0% | -219.0% | +26.2% |
| 5Y | +80.6% | +212.1% | -131.6% | +11.0% |
| All | +229.1% | +165.8% | +63.2% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling