+152.6%
HIMS vs HTZ
-89.5%
+242.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -3.9% | +7.5% | -11.4% | -4.8% |
| 30D | -12.4% | +47.4% | -59.9% | -17.9% |
| 3M | -1.1% | -54.9% | +53.8% | +6.8% |
| 6M | +68.4% | -47.0% | +115.5% | +76.9% |
| YTD | -14.7% | -55.3% | +40.6% | -8.8% |
| 1Y | -42.4% | -57.6% | +15.2% | -38.7% |
| 3Y | +304.5% | -86.6% | +391.1% | +422.3% |
| 5Y | +237.5% | -86.1% | +323.6% | +329.4% |
| All | +152.6% | -89.5% | +242.1% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling