+187.4%
HIMS vs ITW
+97.2%
+90.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -10.8% | -9.4% | -1.4% | -7.8% |
| 3M | +3.7% | +7.1% | -3.4% | +0.7% |
| 6M | +79.0% | -1.9% | +80.8% | +79.0% |
| YTD | -13.2% | +10.4% | -23.7% | -17.2% |
| 1Y | -43.3% | +3.3% | -46.6% | -44.6% |
| 3Y | +331.4% | +21.0% | +310.4% | +301.0% |
| 5Y | +230.2% | +36.3% | +193.9% | +197.0% |
| All | +187.4% | +97.2% | +90.2% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling