+51.2%
MSFT vs HIMS
+317.3%
-266.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.2% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | -1.0% | -10.8% | +9.8% | -0.5% |
| 3M | +20.2% | +3.7% | +16.5% | +19.3% |
| 6M | +21.3% | +79.0% | -57.7% | +16.3% |
| YTD | +2.8% | -13.2% | +16.0% | +1.9% |
| 1Y | 0.0% | -43.3% | +43.2% | +0.9% |
| 3Y | +51.2% | +331.4% | -280.2% | +30.5% |
| All | +51.2% | +317.3% | -266.1% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling