+180.0%
HIMS vs IT
+24.1%
+155.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | -1.4% | -12.7% | +11.3% | +2.8% |
| 30D | -10.1% | -8.9% | -1.2% | -7.7% |
| 3M | -1.2% | +10.1% | -11.4% | -7.3% |
| 6M | +16.9% | +7.3% | +9.6% | +10.1% |
| YTD | -15.5% | -32.4% | +16.9% | -6.3% |
| 1Y | -42.6% | -26.6% | -15.9% | -39.2% |
| 3Y | +320.2% | -51.8% | +372.0% | +449.2% |
| 5Y | +215.0% | -45.6% | +260.6% | +290.2% |
| All | +180.0% | +24.1% | +155.9% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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