+180.7%
HIMS vs ITW
+96.8%
+83.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -8.2% | -8.3% | +0.1% | -5.5% |
| 3M | -4.7% | +6.0% | -10.7% | -7.2% |
| 6M | +6.3% | 0.0% | +6.3% | +5.7% |
| YTD | -15.3% | +10.2% | -25.5% | -19.1% |
| 1Y | -46.9% | +3.2% | -50.1% | -48.1% |
| 3Y | +321.3% | +21.0% | +300.3% | +291.6% |
| 5Y | +215.8% | +37.9% | +177.9% | +184.1% |
| All | +180.7% | +96.8% | +83.9% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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