+101.3%
HIMS vs IAG
+420.1%
-318.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -24.1% | -7.7% | -16.4% | -23.1% |
| 30D | -28.8% | +1.6% | -30.4% | -29.0% |
| 3M | -31.4% | -2.4% | -29.0% | -31.1% |
| 6M | -18.3% | -7.8% | -10.4% | -17.6% |
| YTD | -39.2% | +5.0% | -44.3% | -40.8% |
| 1Y | -45.3% | +25.7% | -71.0% | -48.1% |
| 3Y | +181.9% | +694.5% | -512.6% | +97.0% |
| 5Y | +166.6% | +421.7% | -255.1% | +84.2% |
| All | +101.3% | +420.1% | -318.8% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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