-53.5%
HIMS vs IRE
-97.3%
+43.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.5% | -9.3% | -11.4% |
| 7D | -9.1% | -15.5% | +6.4% | -9.0% |
| 30D | -25.8% | -70.4% | +44.6% | -14.7% |
| 3M | -27.4% | -81.6% | +54.2% | -12.4% |
| 6M | -18.9% | -94.7% | +75.8% | +7.0% |
| YTD | -29.4% | -91.8% | +62.4% | -22.5% |
| 1Y | -44.1% | -97.6% | +53.5% | -30.7% |
| All | -53.5% | -97.3% | +43.8% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling