+180.9%
HIMS vs IR
+28.5%
+152.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -15.8% |
| 7D | -25.6% | +1.5% | -27.1% | -26.4% |
| 30D | -38.1% | +9.0% | -47.2% | -42.1% |
| 3M | -39.8% | -0.9% | -38.9% | -39.9% |
| 6M | -32.3% | +13.4% | -45.7% | -39.2% |
| YTD | -41.1% | +8.5% | -49.5% | -47.0% |
| 1Y | -53.4% | +11.3% | -64.7% | -59.3% |
| 3Y | +180.9% | +26.0% | +154.9% | +157.3% |
| All | +180.9% | +28.5% | +152.4% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling