+134.1%
HIMS vs IWD
+133.2%
+0.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.0% | -13.8% | -13.6% |
| 7D | -9.1% | +1.3% | -10.4% | -10.2% |
| 30D | -25.8% | +3.6% | -29.4% | -28.1% |
| 3M | -27.4% | +2.3% | -29.7% | -28.9% |
| 6M | -18.9% | +13.0% | -31.9% | -27.1% |
| YTD | -29.4% | +26.2% | -55.5% | -42.0% |
| 1Y | -44.1% | +30.5% | -74.6% | -55.3% |
| 3Y | +246.0% | +86.2% | +159.8% | +125.9% |
| 5Y | +177.1% | +72.9% | +104.2% | +88.8% |
| All | +134.1% | +133.2% | +0.9% | +52.3% |
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