+184.7%
HIMS vs IFF
-20.2%
+204.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.6% |
| 7D | -2.7% | -3.0% | +0.3% | -2.0% |
| 30D | -12.2% | -0.9% | -11.3% | -12.0% |
| 3M | -3.7% | +11.8% | -15.6% | -6.8% |
| 6M | +25.9% | +16.5% | +9.4% | +20.0% |
| YTD | -14.1% | +26.5% | -40.6% | -20.6% |
| 1Y | -41.6% | +32.7% | -74.3% | -47.1% |
| 3Y | +327.3% | +32.0% | +295.3% | +280.0% |
| 5Y | +207.9% | -36.1% | +244.0% | +233.0% |
| All | +184.7% | -20.2% | +204.9% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling