+181.9%
HIMS vs IYR
+41.7%
+140.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -24.1% | +0.6% | -24.7% | -24.6% |
| 30D | -28.8% | +6.6% | -35.4% | -32.8% |
| 3M | -31.4% | -1.8% | -29.6% | -30.4% |
| 6M | -18.3% | +1.4% | -19.7% | -21.2% |
| YTD | -39.2% | +10.5% | -49.8% | -46.5% |
| 1Y | -45.3% | +10.6% | -55.9% | -51.8% |
| 3Y | +181.9% | +41.8% | +140.0% | +101.5% |
| All | +181.9% | +41.7% | +140.2% | +101.5% |
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