+101.3%
HIMS vs IWF
+197.0%
-95.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +1.2% |
| 7D | -24.1% | +2.8% | -26.9% | -26.5% |
| 30D | -28.8% | -7.5% | -21.3% | -22.3% |
| 3M | -31.4% | -8.5% | -22.9% | -23.9% |
| 6M | -18.3% | -7.4% | -10.9% | -9.4% |
| YTD | -39.2% | -2.6% | -36.6% | -35.4% |
| 1Y | -45.3% | -1.8% | -43.4% | -42.1% |
| 3Y | +181.9% | +65.5% | +116.4% | +103.0% |
| 5Y | +166.6% | +55.8% | +110.8% | +91.6% |
| All | +101.3% | +197.0% | -95.7% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling