+122.4%
V vs HIMS
+183.3%
-60.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -1.7% | -3.9% | +2.2% | -1.5% |
| 30D | +2.0% | -12.4% | +14.4% | +2.4% |
| 3M | +17.4% | -1.1% | +18.4% | +16.7% |
| 6M | +17.5% | +68.4% | -51.0% | +12.8% |
| YTD | +7.6% | -14.7% | +22.2% | +6.8% |
| 1Y | +7.7% | -42.4% | +50.1% | +8.6% |
| 3Y | +54.7% | +304.5% | -249.9% | +27.9% |
| 5Y | +73.0% | +237.5% | -164.5% | +38.3% |
| All | +122.4% | +183.3% | -60.9% | +30.8% |
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 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