+331.4%
HIMS vs IRM
+101.2%
+230.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +2.0% |
| 7D | -0.9% | +1.6% | -2.6% | -1.9% |
| 30D | -10.8% | -4.2% | -6.6% | -9.2% |
| 3M | +3.7% | -5.4% | +9.0% | +5.9% |
| 6M | +79.0% | +12.0% | +66.9% | +69.8% |
| YTD | -13.2% | +42.0% | -55.3% | -26.2% |
| 1Y | -43.3% | +29.9% | -73.1% | -49.5% |
| 3Y | +331.4% | +104.4% | +227.0% | +173.9% |
| All | +331.4% | +101.2% | +230.2% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling