+187.4%
HIMS vs IEF
-1.4%
+188.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -10.8% | -0.7% | -10.1% | -10.6% |
| 3M | +3.7% | -0.4% | +4.1% | +4.0% |
| 6M | +79.0% | -2.5% | +81.5% | +80.6% |
| YTD | -13.2% | -1.6% | -11.6% | -12.7% |
| 1Y | -43.3% | -1.3% | -41.9% | -42.9% |
| 3Y | +331.4% | +10.1% | +321.3% | +316.6% |
| 5Y | +230.2% | -8.3% | +238.5% | +202.7% |
| All | +187.4% | -1.4% | +188.9% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IEF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling