+101.3%
HIMS vs HUT
+641.8%
-540.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -5.4% |
| 7D | -18.0% | +34.9% | -52.9% | -22.1% |
| 30D | -33.6% | -25.9% | -7.7% | -31.1% |
| 3M | -34.2% | -31.7% | -2.4% | -31.2% |
| 6M | -21.2% | -42.2% | +21.1% | -15.9% |
| YTD | -39.2% | +34.9% | -74.1% | -44.8% |
| 1Y | -49.4% | +48.5% | -98.0% | -55.1% |
| 3Y | +189.7% | +471.2% | -281.5% | +98.1% |
| 5Y | +166.6% | -18.9% | +185.5% | +94.1% |
| All | +101.3% | +641.8% | -540.4% | +33.0% |
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