+327.3%
HIMS vs ICE
+40.8%
+286.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -2.7% | -0.9% | -1.9% | -2.5% |
| 30D | -12.2% | +4.0% | -16.1% | -14.2% |
| 3M | -3.7% | +11.0% | -14.7% | -9.9% |
| 6M | +25.9% | -5.0% | +30.9% | +29.3% |
| YTD | -14.1% | -2.7% | -11.4% | -13.5% |
| 1Y | -41.6% | -8.6% | -33.0% | -38.3% |
| All | +327.3% | +40.8% | +286.5% | +222.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling