+182.8%
HIMS vs HUT
+1,019.6%
-836.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.4% |
| 7D | -3.9% | +17.8% | -21.7% | -6.6% |
| 30D | -12.4% | +0.8% | -13.3% | -12.9% |
| 3M | -1.1% | -26.8% | +25.7% | +3.0% |
| 6M | +68.4% | +72.6% | -4.1% | +51.4% |
| YTD | -14.7% | +103.6% | -118.3% | -26.4% |
| 1Y | -42.4% | +265.3% | -307.7% | -55.5% |
| 3Y | +304.5% | +689.4% | -384.9% | +164.3% |
| 5Y | +237.5% | +75.3% | +162.2% | +128.4% |
| All | +182.8% | +1,019.6% | -836.9% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling