+101.3%
HIMS vs IAU
+153.4%
-52.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -24.1% | -4.6% | -19.5% | -22.8% |
| 30D | -28.8% | -5.4% | -23.4% | -27.3% |
| 3M | -31.4% | -10.9% | -20.5% | -28.3% |
| 6M | -18.3% | -17.4% | -0.9% | -13.0% |
| YTD | -39.2% | -10.2% | -29.0% | -36.3% |
| 1Y | -45.3% | -7.1% | -38.2% | -43.2% |
| 3Y | +181.9% | +97.7% | +84.1% | +134.8% |
| 5Y | +166.6% | +105.3% | +61.3% | +111.8% |
| All | +101.3% | +153.4% | -52.1% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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