+207.7%
HIMS vs HTZ
-95.4%
+303.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -8.4% | +16.4% | +9.2% |
| 7D | -6.1% | -14.6% | +8.5% | -4.2% |
| 30D | -12.0% | -20.8% | +8.8% | -9.5% |
| 3M | -12.3% | -18.8% | +6.5% | -10.9% |
| 6M | -3.3% | -74.7% | +71.4% | +12.6% |
| YTD | -19.9% | -68.1% | +48.2% | -10.8% |
| 1Y | -37.4% | -73.5% | +36.1% | -28.6% |
| 3Y | +314.0% | -81.8% | +395.8% | +369.4% |
| All | +207.7% | -95.4% | +303.1% | +378.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling