+860.9%
SOXL vs HIMS
+180.6%
+680.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.6% | -6.4% | -7.2% |
| 7D | +8.5% | -1.4% | +9.8% | +9.2% |
| 30D | -13.0% | -10.1% | -2.9% | -9.2% |
| 3M | -35.9% | -1.2% | -34.7% | -36.1% |
| 6M | +112.1% | +16.9% | +95.1% | +94.8% |
| YTD | +175.4% | -15.5% | +190.9% | +181.5% |
| 1Y | +304.9% | -42.6% | +347.4% | +391.1% |
| 3Y | +448.6% | +320.2% | +128.4% | +50.3% |
| 5Y | +156.1% | +215.0% | -58.9% | -26.8% |
| All | +860.9% | +180.6% | +680.3% | +16.0% |
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