+184.7%
HIMS vs IR
+143.1%
+41.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | 0.0% |
| 7D | -2.7% | -1.9% | -0.8% | -1.9% |
| 30D | -12.2% | -15.0% | +2.9% | -5.4% |
| 3M | -3.7% | -0.4% | -3.3% | -3.9% |
| 6M | +25.9% | -15.0% | +41.0% | +34.9% |
| YTD | -14.1% | -7.1% | -7.0% | -12.3% |
| 1Y | -41.6% | -7.5% | -34.1% | -40.5% |
| 3Y | +327.3% | +6.3% | +321.0% | +326.6% |
| 5Y | +207.9% | +37.3% | +170.6% | +180.1% |
| All | +184.7% | +143.1% | +41.6% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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