-53.4%
HIMS vs RCL
+33.5%
-86.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.9% | -17.5% | -16.9% |
| 7D | -25.6% | +8.5% | -34.1% | -28.0% |
| 30D | -38.1% | +20.4% | -58.5% | -42.7% |
| 3M | -39.8% | +11.0% | -50.8% | -42.5% |
| 6M | -32.3% | +24.9% | -57.2% | -39.1% |
| YTD | -41.1% | +23.9% | -64.9% | -46.5% |
| 1Y | -53.4% | +30.8% | -84.2% | -56.7% |
| All | -53.4% | +33.5% | -86.9% | -56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling