+321.3%
HIMS vs IJR
+52.1%
+269.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | -0.6% |
| 7D | -0.7% | -2.2% | +1.4% | +2.9% |
| 30D | -8.2% | -4.6% | -3.6% | -0.7% |
| 3M | -4.7% | +0.2% | -4.9% | -4.3% |
| 6M | +6.3% | +14.7% | -8.4% | -13.0% |
| YTD | -15.3% | +18.9% | -34.1% | -34.7% |
| 1Y | -46.9% | +19.9% | -66.8% | -59.5% |
| 3Y | +321.3% | +53.0% | +268.3% | +159.4% |
| All | +321.3% | +52.1% | +269.2% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling