+230.2%
HIMS vs IBB
+20.0%
+210.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +4.7% |
| 7D | -0.9% | -1.7% | +0.7% | +1.2% |
| 30D | -10.8% | +4.9% | -15.7% | -16.3% |
| 3M | +3.7% | +24.2% | -20.5% | -23.6% |
| 6M | +79.0% | +23.8% | +55.1% | +33.4% |
| YTD | -13.2% | +23.0% | -36.2% | -35.0% |
| 1Y | -43.3% | +46.2% | -89.4% | -66.9% |
| 3Y | +331.4% | +64.8% | +266.6% | +121.1% |
| 5Y | +230.2% | +20.9% | +209.3% | +179.5% |
| All | +230.2% | +20.0% | +210.3% | +179.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling