+180.0%
HIMS vs IBKR
+616.6%
-436.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.1% |
| 7D | -1.4% | -3.8% | +2.4% | +0.8% |
| 30D | -10.1% | -0.3% | -9.8% | -10.1% |
| 3M | -1.2% | +4.8% | -6.0% | -3.2% |
| 6M | +16.9% | +30.8% | -13.9% | +1.7% |
| YTD | -15.5% | +39.5% | -55.0% | -29.8% |
| 1Y | -42.6% | +43.7% | -86.2% | -52.6% |
| 3Y | +320.2% | +284.7% | +35.6% | +142.0% |
| 5Y | +215.0% | +484.9% | -269.9% | +56.8% |
| All | +180.0% | +616.6% | -436.6% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling