+187.4%
HIMS vs IWF
+217.7%
-30.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.0% |
| 7D | -0.9% | +1.5% | -2.4% | -2.6% |
| 30D | -10.8% | -1.3% | -9.6% | -9.4% |
| 3M | +3.7% | +0.1% | +3.6% | +4.9% |
| 6M | +79.0% | +10.3% | +68.7% | +66.2% |
| YTD | -13.2% | +4.2% | -17.4% | -14.7% |
| 1Y | -43.3% | +9.3% | -52.6% | -46.4% |
| 3Y | +331.4% | +79.3% | +252.0% | +184.4% |
| 5Y | +230.2% | +73.8% | +156.5% | +117.1% |
| All | +187.4% | +217.7% | -30.3% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling