+180.9%
HIMS vs RGEN
+18.4%
+162.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.8% | -13.8% | -15.4% |
| 7D | -25.6% | -2.4% | -23.2% | -24.6% |
| 30D | -38.1% | +0.1% | -38.2% | -37.9% |
| 3M | -39.8% | +6.6% | -46.4% | -41.1% |
| 6M | -32.3% | +40.9% | -73.3% | -41.4% |
| YTD | -41.1% | +6.2% | -47.3% | -43.6% |
| 1Y | -53.4% | +19.4% | -72.8% | -57.2% |
| 3Y | +180.9% | +17.9% | +163.0% | +165.4% |
| All | +180.9% | +18.4% | +162.5% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling