+184.7%
HIMS vs IJR
+97.1%
+87.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.1% |
| 7D | -2.7% | -1.1% | -1.6% | -1.8% |
| 30D | -12.2% | -3.6% | -8.6% | -9.4% |
| 3M | -3.7% | +2.3% | -6.0% | -5.0% |
| 6M | +25.9% | +14.3% | +11.6% | +14.3% |
| YTD | -14.1% | +19.3% | -33.4% | -24.5% |
| 1Y | -41.6% | +22.6% | -64.2% | -49.5% |
| 3Y | +327.3% | +53.5% | +273.7% | +236.0% |
| 5Y | +207.9% | +39.9% | +168.0% | +155.1% |
| All | +184.7% | +97.1% | +87.6% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling