+331.4%
HIMS vs IR
+8.4%
+323.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.8% |
| 7D | -0.9% | +0.6% | -1.6% | -1.5% |
| 30D | -10.8% | -13.6% | +2.8% | -1.2% |
| 3M | +3.7% | +3.7% | 0.0% | +0.2% |
| 6M | +79.0% | -13.1% | +92.0% | +95.4% |
| YTD | -13.2% | -5.1% | -8.1% | -13.3% |
| 1Y | -43.3% | -6.5% | -36.8% | -43.1% |
| 3Y | +331.4% | +8.5% | +322.9% | +335.3% |
| All | +331.4% | +8.4% | +323.0% | +335.3% |
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