+170.3%
HIMS vs IAU
+111.4%
+58.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.2% |
| 7D | -21.9% | -2.0% | -20.0% | -21.3% |
| 30D | -32.1% | -4.4% | -27.7% | -30.8% |
| 3M | -31.8% | -8.9% | -22.9% | -29.0% |
| 6M | -28.6% | -15.9% | -12.7% | -24.2% |
| YTD | -35.9% | -7.8% | -28.1% | -33.0% |
| 1Y | -47.6% | -3.8% | -43.9% | -45.9% |
| 3Y | +205.6% | +104.3% | +101.2% | +144.1% |
| 5Y | +170.3% | +111.2% | +59.1% | +72.9% |
| All | +170.3% | +111.4% | +58.8% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling