-53.4%
HIMS vs RF
+19.4%
-72.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.8% | -15.8% | -16.5% |
| 7D | -25.6% | +0.3% | -25.9% | -25.5% |
| 30D | -38.1% | +6.2% | -44.3% | -38.4% |
| 3M | -39.8% | -7.8% | -31.9% | -39.5% |
| 6M | -32.3% | +5.9% | -38.3% | -34.4% |
| YTD | -41.1% | +9.0% | -50.1% | -44.3% |
| 1Y | -53.4% | +19.3% | -72.6% | -59.2% |
| All | -53.4% | +19.4% | -72.8% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling