+182.8%
HIMS vs RF
+145.2%
+37.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.9% | +1.3% | -5.2% | -4.3% |
| 30D | -12.4% | -3.6% | -8.8% | -11.6% |
| 3M | -1.1% | +8.1% | -9.2% | -3.9% |
| 6M | +68.4% | +11.5% | +57.0% | +61.6% |
| YTD | -14.7% | +15.6% | -30.2% | -19.2% |
| 1Y | -42.4% | +15.7% | -58.1% | -45.5% |
| 3Y | +304.5% | +86.9% | +217.6% | +237.1% |
| 5Y | +237.5% | +89.8% | +147.7% | +182.8% |
| All | +182.8% | +145.2% | +37.6% | +129.6% |
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