+79.9%
HIMS vs HTZ
-93.2%
+173.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -24.1% | -8.5% | -15.6% | -23.0% |
| 30D | -28.8% | -18.9% | -9.9% | -26.8% |
| 3M | -31.4% | -36.0% | +4.6% | -27.5% |
| 6M | -18.3% | -74.6% | +56.3% | -5.1% |
| YTD | -39.2% | -70.8% | +31.6% | -31.5% |
| 1Y | -45.3% | -75.3% | +30.0% | -37.0% |
| 3Y | +181.9% | -81.6% | +263.4% | +206.8% |
| 5Y | +166.6% | -94.4% | +261.1% | +283.6% |
| All | +79.9% | -93.2% | +173.0% | +148.3% |
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