+182.8%
HIMS vs RIG
+3.2%
+179.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.2% |
| 7D | -3.9% | +0.9% | -4.8% | -4.0% |
| 30D | -12.4% | +13.8% | -26.3% | -13.2% |
| 3M | -1.1% | -6.4% | +5.3% | -0.8% |
| 6M | +68.4% | -8.2% | +76.6% | +68.7% |
| YTD | -14.7% | +41.6% | -56.3% | -17.4% |
| 1Y | -42.4% | +88.7% | -131.1% | -45.5% |
| 3Y | +304.5% | -30.9% | +335.4% | +296.2% |
| 5Y | +237.5% | +57.7% | +179.8% | +219.4% |
| All | +182.8% | +3.2% | +179.6% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling