+101.3%
HIMS vs RGEN
+111.5%
-10.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -24.1% | -3.3% | -20.8% | -23.1% |
| 30D | -28.8% | -5.8% | -23.0% | -26.7% |
| 3M | -31.4% | +0.2% | -31.6% | -31.1% |
| 6M | -18.3% | +56.8% | -75.0% | -31.6% |
| YTD | -39.2% | +2.4% | -41.6% | -40.3% |
| 1Y | -45.3% | +11.4% | -56.7% | -47.9% |
| 3Y | +181.9% | +15.2% | +166.7% | +151.4% |
| 5Y | +166.6% | -35.1% | +201.7% | +171.4% |
| All | +101.3% | +111.5% | -10.2% | +86.7% |
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