+187.4%
HIMS vs IWD
+126.0%
+61.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.4% |
| 7D | -0.9% | -0.2% | -0.8% | -0.9% |
| 30D | -10.8% | -0.8% | -10.0% | -10.3% |
| 3M | +3.7% | +8.0% | -4.4% | -3.2% |
| 6M | +79.0% | +18.2% | +60.8% | +55.5% |
| YTD | -13.2% | +22.3% | -35.6% | -26.8% |
| 1Y | -43.3% | +28.9% | -72.1% | -54.0% |
| 3Y | +331.4% | +71.5% | +259.9% | +198.2% |
| 5Y | +230.2% | +73.6% | +156.6% | +129.8% |
| All | +187.4% | +126.0% | +61.4% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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