+101.3%
HIMS vs IRM
+377.8%
-276.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -24.1% | +6.8% | -30.9% | -25.8% |
| 30D | -28.8% | +2.6% | -31.4% | -29.3% |
| 3M | -31.4% | -9.5% | -22.0% | -29.4% |
| 6M | -18.3% | -8.5% | -9.8% | -16.2% |
| YTD | -39.2% | +40.3% | -79.5% | -44.3% |
| 1Y | -45.3% | +28.7% | -74.0% | -48.7% |
| 3Y | +181.9% | +111.8% | +70.0% | +136.7% |
| 5Y | +166.6% | +189.1% | -22.5% | +117.2% |
| All | +101.3% | +377.8% | -276.5% | +73.9% |
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