+184.7%
HIMS vs HUM
+57.7%
+127.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -12.2% | +3.7% | -15.9% | -12.8% |
| 3M | -3.7% | +10.4% | -14.1% | -5.1% |
| 6M | +25.9% | +125.7% | -99.8% | +10.9% |
| YTD | -14.1% | +57.3% | -71.4% | -20.6% |
| 1Y | -41.6% | +48.6% | -90.3% | -45.9% |
| 3Y | +327.3% | -11.3% | +338.6% | +319.2% |
| 5Y | +207.9% | +0.8% | +207.1% | +197.5% |
| All | +184.7% | +57.7% | +127.0% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling