+180.7%
HIMS vs ITUB
+92.7%
+88.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -0.7% | +2.2% | -2.9% | -1.2% |
| 30D | -8.2% | +12.6% | -20.8% | -10.5% |
| 3M | -4.7% | +6.4% | -11.1% | -6.0% |
| 6M | +6.3% | +0.6% | +5.7% | +6.2% |
| YTD | -15.3% | +18.8% | -34.1% | -18.1% |
| 1Y | -46.9% | +31.0% | -77.9% | -49.6% |
| 3Y | +321.3% | +118.1% | +203.2% | +265.7% |
| 5Y | +215.8% | +193.0% | +22.8% | +159.1% |
| All | +180.7% | +92.7% | +88.0% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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