+101.3%
HIMS vs IONS
-56.2%
+157.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -2.2% |
| 7D | -24.1% | -26.3% | +2.2% | -15.7% |
| 30D | -28.8% | -31.9% | +3.1% | -18.5% |
| 3M | -31.4% | -48.0% | +16.6% | -14.7% |
| 6M | -18.3% | -62.6% | +44.3% | +11.1% |
| YTD | -39.2% | -63.3% | +24.0% | -16.9% |
| 1Y | -45.3% | -58.4% | +13.1% | -28.0% |
| 3Y | +181.9% | -38.2% | +220.1% | +208.8% |
| 5Y | +166.6% | -11.1% | +177.7% | +154.5% |
| All | +101.3% | -56.2% | +157.5% | +106.4% |
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