+180.0%
HIMS vs IAU
+182.6%
-2.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | -1.4% | -3.4% | +2.0% | -0.2% |
| 30D | -10.1% | -1.1% | -9.0% | -9.4% |
| 3M | -1.2% | +5.8% | -7.1% | -2.4% |
| 6M | +16.9% | -16.9% | +33.9% | +23.0% |
| YTD | -15.5% | +0.1% | -15.6% | -14.8% |
| 1Y | -42.6% | +18.4% | -61.0% | -44.1% |
| 3Y | +320.2% | +123.6% | +196.6% | +235.0% |
| 5Y | +215.0% | +138.7% | +76.3% | +138.2% |
| All | +180.0% | +182.6% | -2.6% | +108.4% |
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