+78.4%
V vs HIMS
+227.2%
-148.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.8% | +11.7% | +0.1% |
| 7D | -0.8% | -9.1% | +8.3% | -0.6% |
| 30D | +9.5% | -25.8% | +35.3% | +10.1% |
| 3M | +16.7% | -27.4% | +44.1% | +17.3% |
| 6M | +32.9% | -18.9% | +51.8% | +32.9% |
| YTD | +21.1% | -29.4% | +50.4% | +21.1% |
| 1Y | +26.6% | -44.1% | +70.7% | +27.4% |
| 3Y | +78.4% | +246.0% | -167.6% | +69.4% |
| All | +78.4% | +227.2% | -148.9% | +69.4% |
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 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