+95.2%
HIMS vs IR
+183.6%
-88.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -16.1% |
| 7D | -25.6% | +1.5% | -27.1% | -26.1% |
| 30D | -38.1% | +9.0% | -47.2% | -40.7% |
| 3M | -39.8% | -0.9% | -38.9% | -39.9% |
| 6M | -32.3% | +13.4% | -45.7% | -36.7% |
| YTD | -41.1% | +8.5% | -49.5% | -44.3% |
| 1Y | -53.4% | +11.3% | -64.7% | -56.6% |
| 3Y | +180.9% | +26.0% | +154.9% | +158.7% |
| 5Y | +138.5% | +47.9% | +90.7% | +103.1% |
| All | +95.2% | +183.6% | -88.4% | +55.8% |
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