+112.3%
HIMS vs RF
+130.8%
-18.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.8% |
| 7D | -21.9% | -1.3% | -20.6% | -21.6% |
| 30D | -32.1% | +4.6% | -36.7% | -33.0% |
| 3M | -31.8% | -8.4% | -23.3% | -30.1% |
| 6M | -28.6% | +8.9% | -37.4% | -31.0% |
| YTD | -35.9% | +8.8% | -44.7% | -38.2% |
| 1Y | -47.6% | +18.9% | -66.6% | -51.0% |
| 3Y | +205.6% | +116.0% | +89.6% | +148.6% |
| 5Y | +170.3% | +46.0% | +124.2% | +135.8% |
| All | +112.3% | +130.8% | -18.5% | +75.5% |
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