+109.1%
HIMS vs HTZ
-92.6%
+201.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -11.7% |
| 7D | -9.1% | -16.4% | +7.3% | -7.0% |
| 30D | -25.8% | -15.1% | -10.7% | -24.4% |
| 3M | -27.4% | -28.2% | +0.8% | -25.0% |
| 6M | -18.9% | -73.1% | +54.2% | -6.6% |
| YTD | -29.4% | -68.3% | +38.9% | -21.4% |
| 1Y | -44.1% | -75.2% | +31.1% | -35.8% |
| 3Y | +246.0% | -81.1% | +327.1% | +278.0% |
| 5Y | +177.1% | -95.0% | +272.1% | +300.9% |
| All | +109.1% | -92.6% | +201.7% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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