-43.9%
HIMS vs IRE
-84.4%
+40.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -2.5% |
| 7D | -3.9% | +54.8% | -58.7% | -10.5% |
| 30D | -12.4% | +18.4% | -30.8% | -15.9% |
| 3M | -1.1% | -66.7% | +65.7% | +6.7% |
| 6M | +68.4% | -52.3% | +120.8% | +60.8% |
| YTD | -14.7% | -52.3% | +37.7% | -24.2% |
| All | -43.9% | -84.4% | +40.6% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling