+2,135.6%
TSLA vs HIMS
+181.3%
+1,954.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +3.2% | -0.7% | +3.9% | +3.4% |
| 30D | +11.6% | -8.2% | +19.8% | +13.2% |
| 3M | -8.4% | -4.7% | -3.7% | -9.1% |
| 6M | -10.4% | +6.3% | -16.7% | -14.3% |
| YTD | -18.7% | -15.3% | -3.5% | -20.6% |
| 1Y | -0.9% | -46.9% | +45.9% | +5.2% |
| 3Y | +33.6% | +321.3% | -287.7% | -29.5% |
| 5Y | +48.9% | +215.8% | -166.9% | -24.5% |
| All | +2,135.6% | +181.3% | +1,954.3% | +637.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling