+162.3%
SOXL vs HIMS
+214.8%
-52.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +5.0% | +5.1% |
| 7D | +3.9% | -0.7% | +4.6% | +4.3% |
| 30D | -14.3% | -8.2% | -6.1% | -11.3% |
| 3M | -45.6% | -4.7% | -40.9% | -45.0% |
| 6M | +117.2% | +6.3% | +110.9% | +107.5% |
| YTD | +189.8% | -15.3% | +205.1% | +195.5% |
| 1Y | +317.7% | -46.9% | +364.6% | +434.3% |
| 3Y | +478.6% | +321.3% | +157.3% | +5.7% |
| All | +162.3% | +214.8% | -52.5% | -51.9% |
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