+180.0%
HIMS vs IRM
+370.6%
-190.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.1% |
| 7D | -1.4% | -1.8% | +0.4% | -0.8% |
| 30D | -10.1% | -7.8% | -2.3% | -8.1% |
| 3M | -1.2% | -7.9% | +6.6% | +0.9% |
| 6M | +16.9% | +6.3% | +10.6% | +15.2% |
| YTD | -15.5% | +38.2% | -53.6% | -22.2% |
| 1Y | -42.6% | +19.8% | -62.4% | -45.1% |
| 3Y | +320.2% | +98.8% | +221.5% | +257.0% |
| 5Y | +215.0% | +191.8% | +23.3% | +158.2% |
| All | +180.0% | +370.6% | -190.6% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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