+101.3%
HIMS vs IBN
+212.2%
-110.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -24.1% | +1.9% | -26.0% | -24.8% |
| 30D | -28.8% | +22.1% | -50.9% | -34.4% |
| 3M | -31.4% | +17.1% | -48.5% | -35.8% |
| 6M | -18.3% | +35.5% | -53.8% | -27.6% |
| YTD | -39.2% | +16.8% | -56.0% | -43.0% |
| 1Y | -45.3% | +12.4% | -57.7% | -47.9% |
| 3Y | +181.9% | +58.0% | +123.8% | +135.2% |
| 5Y | +166.6% | +73.7% | +92.9% | +115.3% |
| All | +101.3% | +212.2% | -110.9% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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