+222.2%
HIMS vs IWD
+73.6%
+148.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.9% |
| 7D | -3.9% | -0.3% | -3.6% | -3.5% |
| 30D | -12.4% | +0.6% | -13.0% | -13.5% |
| 3M | -1.1% | +7.2% | -8.3% | -13.1% |
| 6M | +68.4% | +16.2% | +52.2% | +28.3% |
| YTD | -14.7% | +23.3% | -38.0% | -42.0% |
| 1Y | -42.4% | +29.6% | -72.0% | -64.1% |
| 3Y | +304.5% | +70.5% | +234.1% | +69.1% |
| All | +222.2% | +73.6% | +148.6% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling