+207.9%
HIMS vs ICE
+39.3%
+168.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -2.7% | -0.9% | -1.9% | -2.4% |
| 30D | -12.2% | +4.0% | -16.1% | -15.0% |
| 3M | -3.7% | +11.0% | -14.7% | -12.2% |
| 6M | +25.9% | -5.0% | +30.9% | +28.6% |
| YTD | -14.1% | -2.7% | -11.4% | -14.5% |
| 1Y | -41.6% | -8.6% | -33.0% | -38.9% |
| 3Y | +327.3% | +41.4% | +285.9% | +200.7% |
| 5Y | +207.9% | +39.9% | +168.1% | +114.8% |
| All | +207.9% | +39.3% | +168.6% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling