+101.3%
HIMS vs HDB
+4.9%
+96.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.8% |
| 7D | -18.0% | +4.1% | -22.1% | -19.2% |
| 30D | -33.6% | +13.0% | -46.6% | -36.5% |
| 3M | -34.2% | +11.3% | -45.4% | -36.9% |
| 6M | -21.2% | +6.9% | -28.1% | -23.9% |
| YTD | -39.2% | -29.6% | -9.6% | -32.2% |
| 1Y | -49.4% | -29.5% | -19.9% | -43.7% |
| 3Y | +189.7% | -8.1% | +197.8% | +189.1% |
| 5Y | +166.6% | -23.4% | +190.0% | +178.1% |
| All | +101.3% | +4.9% | +96.4% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling