+74.4%
HIMS vs HTZ
-93.2%
+167.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -8.0% | -8.6% | -15.5% |
| 7D | -25.6% | -27.5% | +2.0% | -22.3% |
| 30D | -38.1% | -21.9% | -16.3% | -36.1% |
| 3M | -39.8% | -29.2% | -10.5% | -37.5% |
| 6M | -32.3% | -75.2% | +42.9% | -21.1% |
| YTD | -41.1% | -70.8% | +29.7% | -33.6% |
| 1Y | -53.4% | -76.1% | +22.7% | -46.1% |
| 3Y | +180.9% | -82.5% | +263.4% | +210.3% |
| 5Y | +138.5% | -94.1% | +232.6% | +240.6% |
| All | +74.4% | -93.2% | +167.6% | +140.7% |
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