+182.8%
HIMS vs REPL
+22.8%
+160.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -3.9% | -3.0% | -1.0% | -3.8% |
| 30D | -12.4% | +27.1% | -39.6% | -13.9% |
| 3M | -1.1% | +52.4% | -53.5% | -6.1% |
| 6M | +68.4% | +107.4% | -39.0% | +48.1% |
| YTD | -14.7% | +54.7% | -69.4% | -23.6% |
| 1Y | -42.4% | +158.9% | -201.3% | -52.4% |
| 3Y | +304.5% | -23.7% | +328.3% | +218.4% |
| 5Y | +237.5% | -54.3% | +291.9% | +167.3% |
| All | +182.8% | +22.8% | +160.0% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling