+46.2%
TSLA vs HIMS
+232.5%
-186.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +3.0% | -2.7% | +5.7% | +3.6% |
| 30D | +11.2% | -12.2% | +23.3% | +13.8% |
| 3M | -7.3% | -3.7% | -3.6% | -8.2% |
| 6M | -7.7% | +25.9% | -33.6% | -15.2% |
| YTD | -18.2% | -14.1% | -4.1% | -20.3% |
| 1Y | +6.0% | -41.6% | +47.6% | +10.8% |
| 3Y | +48.0% | +327.3% | -279.2% | -32.8% |
| 5Y | +46.2% | +207.9% | -161.8% | -36.4% |
| All | +46.2% | +232.5% | -186.4% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling