+184.7%
HIMS vs RCL
+139.7%
+45.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | -2.7% | -2.2% | -0.5% | -2.2% |
| 30D | -12.2% | -15.7% | +3.5% | -8.4% |
| 3M | -3.7% | -8.0% | +4.2% | -2.0% |
| 6M | +25.9% | -10.1% | +36.0% | +29.0% |
| YTD | -14.1% | -5.9% | -8.2% | -13.3% |
| 1Y | -41.6% | -23.5% | -18.1% | -38.5% |
| 3Y | +327.3% | +174.4% | +152.9% | +257.3% |
| 5Y | +207.9% | +227.1% | -19.2% | +140.1% |
| All | +184.7% | +139.7% | +45.0% | +122.2% |
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