+158.4%
NFLX vs HIMS
+180.6%
-22.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -8.1% | -1.4% | -6.7% | -7.9% |
| 30D | +1.6% | -10.1% | +11.7% | +2.4% |
| 3M | -7.3% | -1.2% | -6.1% | -8.2% |
| 6M | -21.6% | +16.9% | -38.5% | -24.8% |
| YTD | -18.9% | -15.5% | -3.4% | -20.2% |
| 1Y | -39.1% | -42.6% | +3.5% | -37.9% |
| 3Y | +71.7% | +320.2% | -248.6% | +12.6% |
| 5Y | +27.0% | +215.0% | -188.1% | -22.4% |
| All | +158.4% | +180.6% | -22.2% | +38.4% |
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