+180.7%
HIMS vs INVH
+20.3%
+160.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -0.7% | -3.0% | +2.3% | +0.1% |
| 30D | -8.2% | -7.5% | -0.7% | -6.2% |
| 3M | -4.7% | -5.5% | +0.8% | -3.6% |
| 6M | +6.3% | +11.7% | -5.4% | +1.9% |
| YTD | -15.3% | +1.3% | -16.6% | -16.7% |
| 1Y | -46.9% | -6.1% | -40.8% | -46.5% |
| 3Y | +321.3% | -9.8% | +331.0% | +326.8% |
| 5Y | +215.8% | -19.7% | +235.5% | +228.1% |
| All | +180.7% | +20.3% | +160.4% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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