+207.9%
HIMS vs IAG
+804.8%
-596.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -2.7% | +1.7% | -4.4% | -3.1% |
| 30D | -12.2% | +11.4% | -23.6% | -13.7% |
| 3M | -3.7% | +33.0% | -36.8% | -8.4% |
| 6M | +25.9% | -6.0% | +31.9% | +25.5% |
| YTD | -14.1% | +24.6% | -38.6% | -19.2% |
| 1Y | -41.6% | +105.0% | -146.6% | -49.4% |
| 3Y | +327.3% | +837.9% | -510.6% | +161.9% |
| 5Y | +207.9% | +817.0% | -609.0% | +71.9% |
| All | +207.9% | +804.8% | -596.9% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling