+101.3%
HIMS vs ICE
+116.4%
-15.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -24.1% | +3.6% | -27.7% | -25.3% |
| 30D | -28.8% | +15.1% | -43.9% | -33.4% |
| 3M | -31.4% | +15.4% | -46.8% | -36.2% |
| 6M | -18.3% | +16.1% | -34.4% | -24.8% |
| YTD | -39.2% | +11.4% | -50.6% | -43.2% |
| 1Y | -45.3% | +18.5% | -63.7% | -50.4% |
| 3Y | +181.9% | +70.5% | +111.3% | +115.7% |
| 5Y | +166.6% | +40.9% | +125.7% | +110.7% |
| All | +101.3% | +116.4% | -15.1% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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