+180.0%
HIMS vs IVZ
+148.0%
+32.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -1.4% | -2.4% | +1.0% | -0.5% |
| 30D | -10.1% | +2.5% | -12.6% | -11.1% |
| 3M | -1.2% | +17.1% | -18.3% | -7.0% |
| 6M | +16.9% | +35.1% | -18.2% | +4.0% |
| YTD | -15.5% | +24.3% | -39.8% | -22.7% |
| 1Y | -42.6% | +48.7% | -91.2% | -50.7% |
| 3Y | +320.2% | +135.6% | +184.6% | +207.2% |
| 5Y | +215.0% | +60.3% | +154.7% | +147.8% |
| All | +180.0% | +148.0% | +32.0% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling