+292.2%
HIMS vs REPL
+85.9%
+206.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +8.0% | +0.1% | +7.8% |
| 7D | -6.1% | +22.8% | -28.8% | -6.7% |
| 30D | -12.0% | +63.8% | -75.8% | -13.3% |
| 3M | -12.3% | +68.1% | -80.5% | -13.9% |
| 6M | -3.3% | +528.5% | -531.8% | -10.1% |
| YTD | -19.9% | +122.4% | -142.4% | -24.3% |
| 1Y | -37.4% | +154.4% | -191.7% | -41.1% |
| All | +292.2% | +85.9% | +206.3% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling