-0.8%
MSFT vs HIMS
-45.1%
+44.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -3.5% | -1.4% | -2.1% | -3.4% |
| 30D | -2.1% | -10.1% | +8.0% | -1.6% |
| 3M | +24.2% | -1.2% | +25.4% | +23.3% |
| 6M | +21.9% | +16.9% | +4.9% | +19.0% |
| YTD | +2.5% | -15.5% | +18.0% | +1.2% |
| 1Y | -0.8% | -42.6% | +41.8% | -0.5% |
| All | -0.8% | -45.1% | +44.3% | -0.5% |
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