+141.5%
HIMS vs RF
+47.5%
+94.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.7% |
| 7D | -24.1% | +1.9% | -26.1% | -25.0% |
| 30D | -28.8% | +7.3% | -36.2% | -31.6% |
| 3M | -31.4% | -7.9% | -23.5% | -28.6% |
| 6M | -18.3% | +10.5% | -28.8% | -24.1% |
| YTD | -39.2% | +9.6% | -48.9% | -43.7% |
| 1Y | -45.3% | +20.3% | -65.6% | -52.2% |
| 3Y | +181.9% | +119.5% | +62.3% | +82.7% |
| All | +141.5% | +47.5% | +94.0% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling