+101.3%
HIMS vs RIG
-2.3%
+103.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.3% |
| 7D | -24.1% | +5.7% | -29.8% | -24.4% |
| 30D | -28.8% | -0.7% | -28.1% | -28.8% |
| 3M | -31.4% | -3.1% | -28.3% | -31.4% |
| 6M | -18.3% | -16.3% | -2.0% | -17.7% |
| YTD | -39.2% | +34.1% | -73.4% | -41.1% |
| 1Y | -45.3% | +38.2% | -83.4% | -47.0% |
| 3Y | +181.9% | -15.3% | +197.1% | +174.2% |
| 5Y | +166.6% | +62.5% | +104.2% | +152.9% |
| All | +101.3% | -2.3% | +103.6% | +89.0% |
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