+207.9%
HIMS vs IVZ
+61.5%
+146.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -2.7% | +1.2% | -3.9% | -3.6% |
| 30D | -12.2% | +1.8% | -14.0% | -13.5% |
| 3M | -3.7% | +15.7% | -19.5% | -12.9% |
| 6M | +25.9% | +36.3% | -10.4% | +1.3% |
| YTD | -14.1% | +24.9% | -39.0% | -27.4% |
| 1Y | -41.6% | +48.9% | -90.6% | -56.2% |
| 3Y | +327.3% | +136.8% | +190.5% | +128.6% |
| 5Y | +207.9% | +60.0% | +148.0% | +108.3% |
| All | +207.9% | +61.5% | +146.5% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling