+180.7%
HIMS vs IJH
+109.2%
+71.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.5% |
| 7D | -0.7% | -1.9% | +1.1% | +1.0% |
| 30D | -8.2% | -4.6% | -3.6% | -4.0% |
| 3M | -4.7% | -1.2% | -3.6% | -3.3% |
| 6M | +6.3% | +9.4% | -3.1% | -0.6% |
| YTD | -15.3% | +13.3% | -28.6% | -23.1% |
| 1Y | -46.9% | +13.4% | -60.2% | -51.6% |
| 3Y | +321.3% | +50.4% | +270.8% | +231.2% |
| 5Y | +215.8% | +49.0% | +166.9% | +153.0% |
| All | +180.7% | +109.2% | +71.5% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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