+101.3%
HIMS vs IYR
+34.4%
+67.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -24.1% | +0.6% | -24.7% | -24.4% |
| 30D | -28.8% | +6.6% | -35.4% | -31.3% |
| 3M | -31.4% | -1.8% | -29.6% | -30.8% |
| 6M | -18.3% | +1.4% | -19.7% | -19.8% |
| YTD | -39.2% | +10.5% | -49.8% | -43.1% |
| 1Y | -45.3% | +10.6% | -55.9% | -48.8% |
| 3Y | +181.9% | +41.8% | +140.0% | +135.7% |
| 5Y | +166.6% | +6.0% | +160.6% | +148.2% |
| All | +101.3% | +34.4% | +67.0% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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