+101.3%
HIMS vs RF
+129.8%
-28.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.0% |
| 7D | -18.0% | +0.4% | -18.3% | -18.1% |
| 30D | -33.6% | +5.6% | -39.1% | -34.7% |
| 3M | -34.2% | -8.9% | -25.3% | -32.5% |
| 6M | -21.2% | +7.1% | -28.3% | -23.4% |
| YTD | -39.2% | +8.3% | -47.6% | -41.3% |
| 1Y | -49.4% | +16.8% | -66.3% | -52.4% |
| 3Y | +189.7% | +115.0% | +74.7% | +136.1% |
| 5Y | +166.6% | +46.4% | +120.2% | +132.7% |
| All | +101.3% | +129.8% | -28.5% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling