+101.3%
HIMS vs HIG
+166.4%
-65.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -24.1% | +2.6% | -26.7% | -24.4% |
| 30D | -28.8% | +4.2% | -33.0% | -29.3% |
| 3M | -31.4% | +0.2% | -31.6% | -31.6% |
| 6M | -18.3% | +4.6% | -22.9% | -19.4% |
| YTD | -39.2% | +1.1% | -40.3% | -39.8% |
| 1Y | -45.3% | +4.7% | -50.0% | -46.2% |
| 3Y | +181.9% | +95.5% | +86.4% | +149.2% |
| 5Y | +166.6% | +111.7% | +55.0% | +132.4% |
| All | +101.3% | +166.4% | -65.1% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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