+207.9%
HIMS vs RIG
+64.1%
+143.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.7% | -8.2% | +5.5% | -1.2% |
| 30D | -12.2% | -0.2% | -12.0% | -12.2% |
| 3M | -3.7% | -2.7% | -1.0% | -3.8% |
| 6M | +25.9% | -7.5% | +33.4% | +25.7% |
| YTD | -14.1% | +38.3% | -52.3% | -21.6% |
| 1Y | -41.6% | +81.8% | -123.5% | -50.1% |
| 3Y | +327.3% | -30.2% | +357.5% | +314.3% |
| 5Y | +207.9% | +59.9% | +148.0% | +139.4% |
| All | +207.9% | +64.1% | +143.9% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling