+180.7%
HIMS vs IWF
+215.8%
-35.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.6% |
| 7D | -0.7% | -0.9% | +0.2% | +0.3% |
| 30D | -8.2% | -1.7% | -6.5% | -6.3% |
| 3M | -4.7% | +0.7% | -5.4% | -4.2% |
| 6M | +6.3% | +8.6% | -2.3% | 0.0% |
| YTD | -15.3% | +3.5% | -18.8% | -16.2% |
| 1Y | -46.9% | +7.0% | -53.9% | -48.7% |
| 3Y | +321.3% | +76.3% | +244.9% | +181.9% |
| 5Y | +215.8% | +74.8% | +141.1% | +108.5% |
| All | +180.7% | +215.8% | -35.1% | +72.3% |
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