+95.2%
HIMS vs RCL
+215.5%
-120.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.9% | -17.5% | -16.8% |
| 7D | -25.6% | +8.5% | -34.1% | -27.1% |
| 30D | -38.1% | +20.4% | -58.5% | -41.0% |
| 3M | -39.8% | +11.0% | -50.8% | -41.6% |
| 6M | -32.3% | +24.9% | -57.2% | -36.4% |
| YTD | -41.1% | +23.9% | -64.9% | -44.7% |
| 1Y | -53.4% | +30.8% | -84.2% | -57.0% |
| 3Y | +180.9% | +270.4% | -89.5% | +117.6% |
| 5Y | +138.5% | +296.1% | -157.6% | +73.4% |
| All | +95.2% | +215.5% | -120.3% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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