+95.2%
HIMS vs IONS
-57.5%
+152.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -9.1% | -7.5% | -13.4% |
| 7D | -25.6% | -30.3% | +4.7% | -15.5% |
| 30D | -38.1% | -37.7% | -0.4% | -27.0% |
| 3M | -39.8% | -50.5% | +10.7% | -23.8% |
| 6M | -32.3% | -62.8% | +30.4% | -7.8% |
| YTD | -41.1% | -64.4% | +23.3% | -18.5% |
| 1Y | -53.4% | -59.5% | +6.1% | -38.1% |
| 3Y | +180.9% | -39.2% | +220.1% | +209.7% |
| 5Y | +138.5% | -15.3% | +153.9% | +131.1% |
| All | +95.2% | -57.5% | +152.7% | +102.4% |
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