+207.9%
HIMS vs HIG
+117.6%
+90.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -12.2% | -2.8% | -9.4% | -11.6% |
| 3M | -3.7% | +6.3% | -10.1% | -6.8% |
| 6M | +25.9% | -0.1% | +26.0% | +24.1% |
| YTD | -14.1% | +0.4% | -14.5% | -15.6% |
| 1Y | -41.6% | +6.2% | -47.9% | -44.4% |
| 3Y | +327.3% | +101.6% | +225.6% | +190.9% |
| 5Y | +207.9% | +119.8% | +88.1% | +93.2% |
| All | +207.9% | +117.6% | +90.4% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling