+207.7%
HIMS vs RF
+42.5%
+165.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.4% | +8.3% |
| 7D | -6.1% | -0.9% | -5.2% | -5.6% |
| 30D | -12.0% | +6.0% | -18.0% | -14.8% |
| 3M | -12.3% | -8.9% | -3.4% | -8.2% |
| 6M | -3.3% | +2.3% | -5.6% | -6.1% |
| YTD | -19.9% | +7.6% | -27.5% | -25.0% |
| 1Y | -37.4% | +21.2% | -58.5% | -45.6% |
| 3Y | +314.0% | +108.5% | +205.5% | +174.2% |
| All | +207.7% | +42.5% | +165.2% | +144.2% |
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 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