+182.8%
HIMS vs IRM
+387.1%
-204.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | -3.9% | -0.5% | -3.5% | -3.8% |
| 30D | -12.4% | -8.1% | -4.4% | -10.4% |
| 3M | -1.1% | -9.7% | +8.6% | +1.7% |
| 6M | +68.4% | +10.0% | +58.5% | +64.6% |
| YTD | -14.7% | +43.0% | -57.7% | -22.2% |
| 1Y | -42.4% | +32.7% | -75.1% | -46.4% |
| 3Y | +304.5% | +102.7% | +201.8% | +241.1% |
| 5Y | +237.5% | +187.6% | +49.9% | +171.9% |
| All | +182.8% | +387.1% | -204.3% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling