+182.8%
HIMS vs ICE
+94.8%
+87.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.5% |
| 7D | -3.9% | -0.7% | -3.3% | -3.8% |
| 30D | -12.4% | +7.6% | -20.1% | -15.6% |
| 3M | -1.1% | +13.9% | -15.0% | -7.9% |
| 6M | +68.4% | -2.4% | +70.8% | +68.6% |
| YTD | -14.7% | +0.3% | -14.9% | -15.9% |
| 1Y | -42.4% | -6.4% | -36.0% | -41.3% |
| 3Y | +304.5% | +43.1% | +261.4% | +236.7% |
| 5Y | +237.5% | +42.1% | +195.4% | +176.0% |
| All | +182.8% | +94.8% | +87.9% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling