+180.7%
HIMS vs IEF
-2.6%
+183.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | -8.2% | -1.7% | -6.5% | -7.6% |
| 3M | -4.7% | -2.5% | -2.2% | -3.7% |
| 6M | +6.3% | -3.3% | +9.6% | +7.7% |
| YTD | -15.3% | -2.8% | -12.5% | -14.3% |
| 1Y | -46.9% | -2.7% | -44.1% | -46.3% |
| 3Y | +321.3% | +8.9% | +312.4% | +308.7% |
| 5Y | +215.8% | -9.4% | +225.3% | +190.9% |
| All | +180.7% | -2.6% | +183.4% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling