+113.1%
NFLX vs HIMS
+101.7%
+11.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.3% | -2.4% |
| 7D | -4.4% | -18.0% | +13.6% | -2.8% |
| 30D | -11.0% | -33.6% | +22.6% | -7.9% |
| 3M | -15.5% | -34.2% | +18.6% | -12.8% |
| 6M | -28.5% | -21.2% | -7.3% | -28.3% |
| YTD | -33.1% | -39.2% | +6.1% | -32.5% |
| 1Y | -45.8% | -49.4% | +3.6% | -44.2% |
| 3Y | +40.2% | +189.7% | -149.6% | -4.7% |
| 5Y | -8.2% | +166.6% | -174.8% | -42.7% |
| All | +113.1% | +101.7% | +11.4% | +17.2% |
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