+101.3%
HIMS vs RCL
+198.9%
-97.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.9% | -1.3% | -4.2% |
| 7D | -18.0% | -0.2% | -17.8% | -18.1% |
| 30D | -33.6% | +14.4% | -48.0% | -35.9% |
| 3M | -34.2% | +5.2% | -39.3% | -35.3% |
| 6M | -21.2% | +26.1% | -47.3% | -26.1% |
| YTD | -39.2% | +17.4% | -56.6% | -42.2% |
| 1Y | -49.4% | +24.7% | -74.1% | -52.8% |
| 3Y | +189.7% | +250.9% | -61.2% | +127.4% |
| 5Y | +166.6% | +293.8% | -127.2% | +96.1% |
| All | +101.3% | +198.9% | -97.6% | +48.1% |
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