+327.3%
HIMS vs IWF
+77.2%
+250.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.1% |
| 7D | -2.7% | +0.5% | -3.3% | -3.8% |
| 30D | -12.2% | -1.4% | -10.8% | -9.8% |
| 3M | -3.7% | +0.4% | -4.2% | -3.0% |
| 6M | +25.9% | +8.5% | +17.4% | +12.2% |
| YTD | -14.1% | +3.7% | -17.8% | -17.1% |
| 1Y | -41.6% | +8.5% | -50.1% | -47.3% |
| All | +327.3% | +77.2% | +250.1% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling