+181.9%
HIMS vs IBB
+86.1%
+95.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | -24.1% | -0.5% | -23.6% | -23.7% |
| 30D | -28.8% | +4.6% | -33.4% | -32.5% |
| 3M | -31.4% | +6.8% | -38.2% | -36.5% |
| 6M | -18.3% | +23.1% | -41.4% | -37.8% |
| YTD | -39.2% | +26.0% | -65.3% | -55.1% |
| 1Y | -45.3% | +30.4% | -75.6% | -61.4% |
| 3Y | +181.9% | +85.4% | +96.4% | +50.1% |
| All | +181.9% | +86.1% | +95.8% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling