+214.0%
HIMS vs IONS
+13.0%
+201.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.6% | +6.5% | +7.4% |
| 7D | -6.1% | -9.4% | +3.4% | -2.2% |
| 30D | -12.0% | -10.7% | -1.3% | -7.7% |
| 3M | -12.3% | -27.7% | +15.3% | -1.2% |
| 6M | -3.3% | -48.7% | +45.4% | +21.2% |
| YTD | -19.9% | -50.2% | +30.2% | +1.5% |
| 1Y | -37.4% | -46.8% | +9.4% | -22.6% |
| 3Y | +314.0% | -14.8% | +328.9% | +299.3% |
| All | +214.0% | +13.0% | +201.0% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling