-37.7%
HIMS vs IVZ
+30.5%
-68.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.4% | +1.3% |
| 7D | -9.1% | +2.6% | -11.7% | -10.4% |
| 30D | -10.1% | -3.5% | -6.7% | -8.4% |
| 3M | -17.1% | -7.4% | -9.7% | -13.9% |
| 6M | -2.2% | +14.7% | -16.9% | -9.7% |
| YTD | -17.9% | +14.6% | -32.5% | -27.3% |
| 1Y | -37.7% | +30.7% | -68.4% | -52.6% |
| All | -37.7% | +30.5% | -68.2% | -52.6% |
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