+141.5%
HIMS vs IVZ
+34.9%
+106.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -1.0% |
| 7D | -24.1% | +6.8% | -30.9% | -28.0% |
| 30D | -28.8% | +3.5% | -32.4% | -30.7% |
| 3M | -31.4% | -10.0% | -21.4% | -27.0% |
| 6M | -18.3% | +4.5% | -22.7% | -21.6% |
| YTD | -39.2% | +12.6% | -51.8% | -45.4% |
| 1Y | -45.3% | +24.4% | -69.7% | -54.2% |
| 3Y | +181.9% | +150.6% | +31.3% | +43.4% |
| All | +141.5% | +34.9% | +106.5% | +83.2% |
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 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