+180.7%
HIMS vs RIG
0.0%
+180.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -8.2% | -0.5% | -7.7% | -8.2% |
| 3M | -4.7% | -6.0% | +1.3% | -4.5% |
| 6M | +6.3% | -10.1% | +16.4% | +6.5% |
| YTD | -15.3% | +37.3% | -52.6% | -17.8% |
| 1Y | -46.9% | +73.9% | -120.8% | -49.4% |
| 3Y | +321.3% | -30.2% | +351.5% | +312.9% |
| 5Y | +215.8% | +62.5% | +153.4% | +199.6% |
| All | +180.7% | 0.0% | +180.7% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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