+141.5%
HIMS vs IWF
+55.4%
+86.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +1.8% |
| 7D | -24.1% | +2.8% | -26.9% | -27.6% |
| 30D | -28.8% | -7.5% | -21.3% | -19.2% |
| 3M | -31.4% | -8.5% | -22.9% | -20.4% |
| 6M | -18.3% | -7.4% | -10.9% | -5.7% |
| YTD | -39.2% | -2.6% | -36.6% | -34.3% |
| 1Y | -45.3% | -1.8% | -43.4% | -41.4% |
| 3Y | +181.9% | +65.5% | +116.4% | +54.3% |
| All | +141.5% | +55.4% | +86.1% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling