+111.3%
NFLX vs HIMS
+101.7%
+9.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.0% | -24.1% | +22.1% | +0.4% |
| 30D | -11.9% | -28.8% | +16.9% | -9.4% |
| 3M | -20.6% | -31.4% | +10.9% | -18.3% |
| 6M | -29.0% | -18.3% | -10.8% | -29.1% |
| YTD | -33.7% | -39.2% | +5.5% | -33.0% |
| 1Y | -46.2% | -45.3% | -0.9% | -45.0% |
| 3Y | +39.8% | +181.9% | -142.1% | -4.5% |
| 5Y | -9.0% | +166.6% | -175.6% | -43.1% |
| All | +111.3% | +101.7% | +9.5% | +16.2% |
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