+180.7%
HIMS vs IYR
+31.5%
+149.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | -0.7% | -1.4% | +0.6% | 0.0% |
| 30D | -8.2% | -2.7% | -5.5% | -6.9% |
| 3M | -4.7% | -2.1% | -2.6% | -4.4% |
| 6M | +6.3% | +3.6% | +2.7% | +3.5% |
| YTD | -15.3% | +8.1% | -23.4% | -19.7% |
| 1Y | -46.9% | +4.7% | -51.6% | -48.7% |
| 3Y | +321.3% | +29.1% | +292.2% | +268.5% |
| 5Y | +215.8% | +6.9% | +208.9% | +196.8% |
| All | +180.7% | +31.5% | +149.3% | +156.6% |
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