+180.7%
HIMS vs IBKR
+632.2%
-451.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -1.0% |
| 7D | -0.7% | -1.3% | +0.6% | 0.0% |
| 30D | -8.2% | -0.2% | -8.0% | -8.2% |
| 3M | -4.7% | +3.0% | -7.7% | -5.8% |
| 6M | +6.3% | +33.9% | -27.6% | -8.8% |
| YTD | -15.3% | +42.5% | -57.8% | -30.5% |
| 1Y | -46.9% | +44.9% | -91.7% | -56.4% |
| 3Y | +321.3% | +293.0% | +28.3% | +139.6% |
| 5Y | +215.8% | +497.7% | -281.8% | +55.2% |
| All | +180.7% | +632.2% | -451.5% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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