+2,287.2%
TSLA vs HIMS
+101.7%
+2,185.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | -24.1% | +33.0% | +14.2% |
| 30D | +6.3% | -28.8% | +35.1% | +12.5% |
| 3M | +14.8% | -31.4% | +46.2% | +21.8% |
| 6M | -12.4% | -18.3% | +5.9% | -11.8% |
| YTD | -13.2% | -39.2% | +26.0% | -10.6% |
| 1Y | -2.9% | -45.3% | +42.3% | +2.0% |
| 3Y | +74.4% | +181.9% | -107.4% | -1.0% |
| 5Y | +13.3% | +166.6% | -153.3% | -40.8% |
| All | +2,287.2% | +101.7% | +2,185.4% | +729.7% |
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