+180.7%
HIMS vs IEFA
+99.3%
+81.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.7% |
| 7D | -0.7% | -1.6% | +0.8% | +0.8% |
| 30D | -8.2% | -1.5% | -6.7% | -6.7% |
| 3M | -4.7% | +3.4% | -8.1% | -7.3% |
| 6M | +6.3% | +9.5% | -3.2% | -1.4% |
| YTD | -15.3% | +13.0% | -28.3% | -24.1% |
| 1Y | -46.9% | +18.0% | -64.9% | -54.2% |
| 3Y | +321.3% | +65.4% | +255.9% | +179.1% |
| 5Y | +215.8% | +51.6% | +164.3% | +116.4% |
| All | +180.7% | +99.3% | +81.4% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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