+4.6%
TSLA vs HIMS
-37.8%
+42.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.9% |
| 7D | +1.5% | -3.9% | +5.4% | +2.1% |
| 30D | +10.1% | -12.4% | +22.6% | +11.8% |
| 3M | -15.4% | -1.1% | -14.3% | -15.9% |
| 6M | -12.8% | +68.4% | -81.2% | -18.6% |
| YTD | -21.3% | -14.7% | -6.6% | -19.6% |
| 1Y | +4.6% | -42.4% | +47.0% | +13.8% |
| All | +4.6% | -37.8% | +42.4% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling