+165.3%
HIMS vs RF
+128.2%
+37.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.4% | +8.2% |
| 7D | -6.1% | -0.9% | -5.2% | -5.8% |
| 30D | -12.0% | +6.0% | -18.0% | -13.5% |
| 3M | -12.3% | -8.9% | -3.4% | -10.0% |
| 6M | -3.3% | +2.3% | -5.6% | -4.7% |
| YTD | -19.9% | +7.6% | -27.5% | -22.5% |
| 1Y | -37.4% | +21.2% | -58.5% | -41.7% |
| 3Y | +314.0% | +108.5% | +205.5% | +240.0% |
| 5Y | +212.1% | +43.2% | +168.9% | +173.7% |
| All | +165.3% | +128.2% | +37.1% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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