+134.1%
HIMS vs IBB
+114.6%
+19.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.8% | -14.5% | -14.6% |
| 7D | -9.1% | +2.7% | -11.8% | -11.6% |
| 30D | -25.8% | +6.3% | -32.1% | -30.1% |
| 3M | -27.4% | +11.1% | -38.4% | -34.0% |
| 6M | -18.9% | +29.2% | -48.1% | -36.7% |
| YTD | -29.4% | +30.2% | -59.6% | -44.8% |
| 1Y | -44.1% | +39.5% | -83.6% | -59.1% |
| 3Y | +246.0% | +92.3% | +153.7% | +98.0% |
| 5Y | +177.1% | +43.0% | +134.1% | +94.6% |
| All | +134.1% | +114.6% | +19.5% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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