+177.1%
HIMS vs HUT
-30.5%
+207.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +8.3% | -20.1% | -13.9% |
| 7D | -9.1% | +3.7% | -12.8% | -11.6% |
| 30D | -25.8% | -32.3% | +6.5% | -19.7% |
| 3M | -27.4% | -35.6% | +8.3% | -21.4% |
| 6M | -18.9% | -42.1% | +23.2% | -11.0% |
| YTD | -29.4% | +24.1% | -53.5% | -39.3% |
| 1Y | -44.1% | +27.9% | -72.0% | -53.2% |
| 3Y | +246.0% | +409.1% | -163.1% | +75.6% |
| 5Y | +177.1% | -25.9% | +203.0% | +107.4% |
| All | +177.1% | -30.5% | +207.6% | +107.4% |
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