+177.1%
HIMS vs IONS
-11.1%
+188.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -21.4% | +9.6% | -3.3% |
| 7D | -9.1% | -24.8% | +15.7% | +1.4% |
| 30D | -25.8% | -31.5% | +5.7% | -14.0% |
| 3M | -27.4% | -45.2% | +17.8% | -9.1% |
| 6M | -18.9% | -59.1% | +40.2% | +10.7% |
| YTD | -29.4% | -60.8% | +31.5% | -1.9% |
| 1Y | -44.1% | -57.9% | +13.8% | -24.5% |
| 3Y | +246.0% | -34.5% | +280.5% | +269.0% |
| 5Y | +177.1% | -8.8% | +185.9% | +131.9% |
| All | +177.1% | -11.1% | +188.2% | +131.9% |
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