-35.9%
RBLX vs HIMS
+91.2%
-127.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +8.0% | -2.7% | +10.8% | +8.6% |
| 30D | +20.2% | -12.2% | +32.3% | +22.6% |
| 3M | +3.5% | -3.7% | +7.3% | +2.8% |
| 6M | -28.9% | +25.9% | -54.8% | -34.5% |
| YTD | -45.1% | -14.1% | -31.0% | -46.3% |
| 1Y | -66.2% | -41.6% | -24.6% | -64.6% |
| 3Y | +53.5% | +327.3% | -273.8% | -32.3% |
| 5Y | -48.4% | +207.9% | -256.4% | -79.2% |
| All | -35.9% | +91.2% | -127.2% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling