-46.2%
RBLX vs HIMS
+214.8%
-261.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.1% | -0.7% | +5.8% | +5.2% |
| 30D | +28.0% | -8.2% | +36.2% | +29.5% |
| 3M | +4.6% | -4.7% | +9.3% | +4.0% |
| 6M | -24.7% | +6.3% | -31.0% | -28.0% |
| YTD | -43.8% | -15.3% | -28.6% | -44.9% |
| 1Y | -65.8% | -46.9% | -18.9% | -63.4% |
| 3Y | +59.4% | +321.3% | -261.9% | -35.2% |
| All | -46.2% | +214.8% | -261.0% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling