+184.7%
HIMS vs IBB
+100.8%
+83.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.1% |
| 7D | -2.7% | -3.9% | +1.2% | +1.1% |
| 30D | -12.2% | +2.7% | -14.9% | -14.1% |
| 3M | -3.7% | +21.4% | -25.1% | -20.2% |
| 6M | +25.9% | +20.1% | +5.8% | +5.7% |
| YTD | -14.1% | +21.9% | -35.9% | -28.6% |
| 1Y | -41.6% | +44.1% | -85.7% | -58.7% |
| 3Y | +327.3% | +63.4% | +263.9% | +182.0% |
| 5Y | +207.9% | +19.8% | +188.2% | +139.5% |
| All | +184.7% | +100.8% | +83.9% | +107.8% |
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