+327.3%
HIMS vs IYR
+29.2%
+298.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | 0.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.0% |
| 30D | -12.2% | -2.4% | -9.8% | -10.4% |
| 3M | -3.7% | -2.0% | -1.7% | -3.5% |
| 6M | +25.9% | +2.5% | +23.4% | +20.5% |
| YTD | -14.1% | +8.3% | -22.4% | -22.5% |
| 1Y | -41.6% | +6.5% | -48.1% | -46.3% |
| All | +327.3% | +29.2% | +298.1% | +221.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling