+2,066.1%
TSLA vs HIMS
+183.3%
+1,882.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | +1.5% | -3.9% | +5.4% | +2.3% |
| 30D | +10.1% | -12.4% | +22.6% | +12.6% |
| 3M | -15.4% | -1.1% | -14.3% | -16.6% |
| 6M | -12.8% | +68.4% | -81.2% | -25.2% |
| YTD | -21.3% | -14.7% | -6.6% | -23.1% |
| 1Y | +4.6% | -42.4% | +47.0% | +9.2% |
| 3Y | +44.5% | +304.5% | -260.0% | -22.9% |
| 5Y | +44.8% | +237.5% | -192.7% | -27.3% |
| All | +2,066.1% | +183.3% | +1,882.7% | +613.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling