+327.3%
HIMS vs INDA
+8.1%
+319.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | 0.0% |
| 7D | -2.7% | -2.6% | -0.1% | +0.2% |
| 30D | -12.2% | -2.9% | -9.2% | -9.1% |
| 3M | -3.7% | +2.4% | -6.1% | -5.5% |
| 6M | +25.9% | -2.6% | +28.5% | +30.1% |
| YTD | -14.1% | -10.0% | -4.1% | -4.2% |
| 1Y | -41.6% | -7.7% | -34.0% | -36.8% |
| All | +327.3% | +8.1% | +319.2% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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