+331.4%
HIMS vs RIG
-30.6%
+362.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | -0.9% | -2.7% | +1.8% | -0.4% |
| 30D | -10.8% | +9.5% | -20.3% | -12.6% |
| 3M | +3.7% | -6.6% | +10.3% | +4.6% |
| 6M | +79.0% | -2.9% | +81.8% | +76.7% |
| YTD | -13.2% | +39.5% | -52.7% | -23.5% |
| 1Y | -43.3% | +82.3% | -125.5% | -54.3% |
| All | +331.4% | -30.6% | +362.0% | +296.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling