-42.4%
HIMS vs IFF
+34.4%
-76.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.9% | -1.8% | -2.1% | -3.9% |
| 30D | -12.4% | -2.0% | -10.5% | -12.7% |
| 3M | -1.1% | +18.5% | -19.6% | -0.3% |
| 6M | +68.4% | +11.7% | +56.8% | +64.8% |
| YTD | -14.7% | +29.6% | -44.2% | -13.9% |
| 1Y | -42.4% | +35.0% | -77.4% | -39.4% |
| All | -42.4% | +34.4% | -76.8% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling