-0.8%
MSFT vs HIMS
-37.8%
+37.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -2.7% | -3.9% | +1.2% | -2.4% |
| 30D | +2.7% | -12.4% | +15.2% | +3.4% |
| 3M | +17.0% | -1.1% | +18.0% | +16.1% |
| 6M | +23.8% | +68.4% | -44.6% | +19.8% |
| YTD | +4.0% | -14.7% | +18.6% | +2.6% |
| 1Y | -0.8% | -42.4% | +41.6% | -1.0% |
| All | -0.8% | -37.8% | +37.0% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling