+182.8%
HIMS vs IBB
+107.1%
+75.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.5% |
| 7D | -3.9% | +1.4% | -5.3% | -5.3% |
| 30D | -12.4% | +10.5% | -22.9% | -20.2% |
| 3M | -1.1% | +23.6% | -24.7% | -19.3% |
| 6M | +68.4% | +22.6% | +45.8% | +39.3% |
| YTD | -14.7% | +25.7% | -40.3% | -31.2% |
| 1Y | -42.4% | +51.4% | -93.8% | -61.1% |
| 3Y | +304.5% | +64.4% | +240.2% | +164.3% |
| 5Y | +237.5% | +22.1% | +215.4% | +155.7% |
| All | +182.8% | +107.1% | +75.6% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling