+180.0%
HIMS vs IONS
-16.1%
+196.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | -1.4% | -4.3% | +2.9% | 0.0% |
| 30D | -10.1% | +0.4% | -10.5% | -10.3% |
| 3M | -1.2% | -24.1% | +22.9% | +5.9% |
| 6M | +16.9% | -26.4% | +43.4% | +26.5% |
| YTD | -15.5% | -29.7% | +14.2% | -7.0% |
| 1Y | -42.6% | -13.0% | -29.5% | -41.1% |
| 3Y | +320.2% | +35.0% | +285.2% | +253.0% |
| 5Y | +215.0% | +54.2% | +160.8% | +146.2% |
| All | +180.0% | -16.1% | +196.1% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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