+210.1%
HIMS vs IFF
-35.8%
+245.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -0.7% | -3.2% | +2.5% | +0.2% |
| 30D | -8.2% | -0.3% | -7.9% | -8.2% |
| 3M | -4.7% | +8.4% | -13.2% | -7.3% |
| 6M | +6.3% | +23.0% | -16.7% | -0.7% |
| YTD | -15.3% | +25.5% | -40.7% | -22.7% |
| 1Y | -46.9% | +29.1% | -75.9% | -52.3% |
| 3Y | +321.3% | +31.7% | +289.6% | +260.7% |
| All | +210.1% | -35.8% | +245.9% | +273.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling