-42.4%
HIMS vs IVZ
+56.4%
-98.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.1% |
| 7D | -3.9% | +0.6% | -4.6% | -4.4% |
| 30D | -12.4% | +4.0% | -16.5% | -14.8% |
| 3M | -1.1% | +18.2% | -19.3% | -11.0% |
| 6M | +68.4% | +32.8% | +35.6% | +39.1% |
| YTD | -14.7% | +28.7% | -43.4% | -30.6% |
| 1Y | -42.4% | +55.4% | -97.8% | -66.9% |
| All | -42.4% | +56.4% | -98.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling