-45.3%
HIMS vs ICE
+17.9%
-63.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -24.1% | +3.6% | -27.7% | -24.1% |
| 30D | -28.8% | +15.1% | -43.9% | -29.3% |
| 3M | -31.4% | +15.4% | -46.8% | -32.0% |
| 6M | -18.3% | +16.1% | -34.4% | -18.6% |
| YTD | -39.2% | +11.4% | -50.6% | -37.7% |
| 1Y | -45.3% | +18.5% | -63.7% | -46.9% |
| All | -45.3% | +17.9% | -63.2% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling