+230.2%
HIMS vs IONS
+51.6%
+178.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +2.6% |
| 7D | -0.9% | -5.3% | +4.3% | +1.1% |
| 30D | -10.8% | +0.3% | -11.1% | -11.1% |
| 3M | +3.7% | -22.9% | +26.6% | +11.6% |
| 6M | +79.0% | -23.4% | +102.4% | +93.1% |
| YTD | -13.2% | -28.3% | +15.1% | -3.9% |
| 1Y | -43.3% | -7.0% | -36.2% | -43.3% |
| 3Y | +331.4% | +37.6% | +293.8% | +240.6% |
| 5Y | +230.2% | +53.4% | +176.9% | +131.7% |
| All | +230.2% | +51.6% | +178.7% | +131.7% |
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