-42.6%
HIMS vs IAG
+94.1%
-136.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.0% |
| 7D | -1.4% | -4.1% | +2.7% | -0.3% |
| 30D | -10.1% | +10.6% | -20.7% | -12.3% |
| 3M | -1.2% | +35.4% | -36.6% | -8.4% |
| 6M | +16.9% | -9.5% | +26.5% | +15.7% |
| YTD | -15.5% | +21.8% | -37.3% | -27.1% |
| 1Y | -42.6% | +84.1% | -126.7% | -58.4% |
| All | -42.6% | +94.1% | -136.7% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling