+180.7%
HIMS vs HUM
+61.5%
+119.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.1% |
| 7D | -0.7% | +2.1% | -2.8% | -1.0% |
| 30D | -8.2% | +5.4% | -13.6% | -9.0% |
| 3M | -4.7% | +11.4% | -16.1% | -6.2% |
| 6M | +6.3% | +141.5% | -135.2% | -7.2% |
| YTD | -15.3% | +61.2% | -76.5% | -22.0% |
| 1Y | -46.9% | +49.2% | -96.0% | -50.8% |
| 3Y | +321.3% | -9.0% | +330.3% | +311.6% |
| 5Y | +215.8% | +7.2% | +208.7% | +203.1% |
| All | +180.7% | +61.5% | +119.2% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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