+280.8%
MSFT vs HIMS
+185.3%
+95.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -1.0% | -2.7% | +1.7% | -0.8% |
| 30D | -2.7% | -12.2% | +9.5% | -1.9% |
| 3M | +22.1% | -3.7% | +25.8% | +21.6% |
| 6M | +20.6% | +25.9% | -5.3% | +16.7% |
| YTD | +2.3% | -14.1% | +16.4% | +1.2% |
| 1Y | -0.5% | -41.6% | +41.1% | +0.8% |
| 3Y | +50.5% | +327.3% | -276.7% | +13.7% |
| 5Y | +72.3% | +207.9% | -135.6% | +25.6% |
| All | +280.8% | +185.3% | +95.5% | +105.2% |
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 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