-47.3%
HIMS vs IRE
-97.2%
+49.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +39.6% | -31.5% | +2.0% |
| 7D | -6.1% | -27.2% | +21.1% | -3.9% |
| 30D | -12.0% | -75.1% | +63.1% | +3.7% |
| 3M | -12.3% | -77.9% | +65.5% | +2.8% |
| 6M | -3.3% | -94.6% | +91.3% | +27.0% |
| YTD | -19.9% | -91.5% | +71.6% | -12.5% |
| 1Y | -37.4% | -97.8% | +60.5% | -21.5% |
| All | -47.3% | -97.2% | +49.9% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling