+180.0%
HIMS vs RGEN
+107.6%
+72.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -1.4% | -2.9% | +1.5% | -0.2% |
| 30D | -10.1% | -0.1% | -10.0% | -9.7% |
| 3M | -1.2% | +25.9% | -27.2% | -9.9% |
| 6M | +16.9% | +35.2% | -18.3% | +3.2% |
| YTD | -15.5% | +0.5% | -16.0% | -16.4% |
| 1Y | -42.6% | +37.0% | -79.5% | -49.9% |
| 3Y | +320.2% | +2.0% | +318.2% | +288.6% |
| 5Y | +215.0% | -44.2% | +259.2% | +232.7% |
| All | +180.0% | +107.6% | +72.4% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling