+112.3%
HIMS vs RGEN
+117.6%
-5.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.1% |
| 7D | -21.9% | -3.1% | -18.8% | -20.8% |
| 30D | -32.1% | +0.1% | -32.1% | -31.9% |
| 3M | -31.8% | +4.8% | -36.6% | -32.8% |
| 6M | -28.6% | +48.9% | -77.5% | -39.0% |
| YTD | -35.9% | +5.3% | -41.3% | -37.8% |
| 1Y | -47.6% | +12.5% | -60.1% | -50.4% |
| 3Y | +205.6% | +17.0% | +188.6% | +170.6% |
| 5Y | +170.3% | -35.4% | +205.6% | +174.1% |
| All | +112.3% | +117.6% | -5.2% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling