+314.0%
HIMS vs IWD
+78.7%
+235.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.4% | +8.9% |
| 7D | -6.1% | -0.5% | -5.6% | -4.9% |
| 30D | -12.0% | +2.7% | -14.6% | -16.4% |
| 3M | -12.3% | +0.9% | -13.2% | -13.8% |
| 6M | -3.3% | +10.5% | -13.8% | -22.1% |
| YTD | -19.9% | +23.7% | -43.6% | -49.7% |
| 1Y | -37.4% | +28.7% | -66.1% | -64.1% |
| 3Y | +314.0% | +79.7% | +234.3% | +46.2% |
| All | +314.0% | +78.7% | +235.3% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling