+230.2%
HIMS vs HUT
+102.6%
+127.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +0.1% |
| 7D | -0.9% | +28.3% | -29.2% | -7.3% |
| 30D | -10.8% | +12.3% | -23.1% | -14.0% |
| 3M | +3.7% | -16.8% | +20.5% | +6.7% |
| 6M | +79.0% | +111.4% | -32.4% | +42.7% |
| YTD | -13.2% | +116.6% | -129.8% | -33.2% |
| 1Y | -43.3% | +290.5% | -333.7% | -63.9% |
| 3Y | +331.4% | +792.3% | -460.9% | +97.1% |
| 5Y | +230.2% | +94.1% | +136.1% | +87.4% |
| All | +230.2% | +102.6% | +127.6% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling