-42.4%
HIMS vs IWF
+10.9%
-53.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | +0.5% | -4.5% | -5.1% |
| 30D | -12.4% | -0.4% | -12.1% | -11.4% |
| 3M | -1.1% | -2.6% | +1.5% | +5.9% |
| 6M | +68.4% | +9.1% | +59.3% | +41.9% |
| YTD | -14.7% | +4.5% | -19.1% | -21.7% |
| 1Y | -42.4% | +10.1% | -52.5% | -53.6% |
| All | -42.4% | +10.9% | -53.3% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling