+327.3%
HIMS vs IAG
+817.0%
-489.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -2.7% | +1.7% | -4.4% | -3.0% |
| 30D | -12.2% | +11.4% | -23.6% | -13.4% |
| 3M | -3.7% | +33.0% | -36.8% | -7.4% |
| 6M | +25.9% | -6.0% | +31.9% | +24.7% |
| YTD | -14.1% | +24.6% | -38.6% | -18.0% |
| 1Y | -41.6% | +105.0% | -146.6% | -46.7% |
| All | +327.3% | +817.0% | -489.7% | +219.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling