+48.2%
TSLA vs HIMS
+317.3%
-269.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.7% |
| 7D | +3.4% | -0.9% | +4.3% | +3.5% |
| 30D | +12.0% | -10.8% | +22.9% | +13.9% |
| 3M | -10.0% | +3.7% | -13.7% | -11.7% |
| 6M | -7.2% | +79.0% | -86.2% | -18.5% |
| YTD | -18.1% | -13.2% | -4.9% | -19.5% |
| 1Y | +6.3% | -43.3% | +49.5% | +11.0% |
| 3Y | +48.2% | +331.4% | -283.2% | -12.8% |
| All | +48.2% | +317.3% | -269.2% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling