+184.7%
HIMS vs RBA
+140.0%
+44.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | -12.2% | -13.0% | +0.8% | -7.9% |
| 3M | -3.7% | -23.1% | +19.4% | +4.7% |
| 6M | +25.9% | -22.6% | +48.5% | +36.6% |
| YTD | -14.1% | -20.4% | +6.3% | -7.9% |
| 1Y | -41.6% | -29.6% | -12.0% | -34.9% |
| 3Y | +327.3% | +26.6% | +300.7% | +319.9% |
| 5Y | +207.9% | +38.2% | +169.8% | +194.6% |
| All | +184.7% | +140.0% | +44.7% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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