+184.7%
HIMS vs HUT
+1,048.1%
-863.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.4% |
| 7D | -2.7% | +18.9% | -21.6% | -5.6% |
| 30D | -12.2% | +12.0% | -24.2% | -14.1% |
| 3M | -3.7% | -14.9% | +11.1% | -2.0% |
| 6M | +25.9% | +96.8% | -70.9% | +10.7% |
| YTD | -14.1% | +108.8% | -122.9% | -26.2% |
| 1Y | -41.6% | +227.4% | -269.0% | -54.0% |
| 3Y | +327.3% | +760.3% | -433.0% | +176.2% |
| 5Y | +207.9% | +86.1% | +121.9% | +107.2% |
| All | +184.7% | +1,048.1% | -863.4% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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