+52.5%
V vs HIMS
+317.3%
-264.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.7% |
| 7D | -1.1% | -0.9% | -0.1% | -1.1% |
| 30D | +1.9% | -10.8% | +12.7% | +2.1% |
| 3M | +15.5% | +3.7% | +11.9% | +15.0% |
| 6M | +16.6% | +79.0% | -62.4% | +13.7% |
| YTD | +5.7% | -13.2% | +19.0% | +5.4% |
| 1Y | +8.6% | -43.3% | +51.8% | +9.2% |
| 3Y | +52.5% | +331.4% | -278.9% | +37.1% |
| All | +52.5% | +317.3% | -264.8% | +37.1% |
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