+207.9%
HIMS vs IRM
+190.5%
+17.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.5% |
| 7D | -2.7% | +3.0% | -5.7% | -4.5% |
| 30D | -12.2% | -5.2% | -7.0% | -9.8% |
| 3M | -3.7% | -8.0% | +4.3% | +0.3% |
| 6M | +25.9% | +9.2% | +16.7% | +19.5% |
| YTD | -14.1% | +41.0% | -55.1% | -29.7% |
| 1Y | -41.6% | +23.3% | -64.9% | -48.4% |
| 3Y | +327.3% | +102.8% | +224.4% | +152.7% |
| 5Y | +207.9% | +192.8% | +15.2% | +33.1% |
| All | +207.9% | +190.5% | +17.5% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling