+180.0%
HIMS vs RIO
+205.3%
-25.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -0.4% |
| 7D | -1.4% | -3.4% | +2.0% | -0.3% |
| 30D | -10.1% | +0.6% | -10.6% | -10.0% |
| 3M | -1.2% | +2.5% | -3.8% | -1.9% |
| 6M | +16.9% | +10.8% | +6.1% | +13.5% |
| YTD | -15.5% | +30.5% | -46.0% | -22.0% |
| 1Y | -42.6% | +68.1% | -110.7% | -50.7% |
| 3Y | +320.2% | +94.0% | +226.2% | +247.2% |
| 5Y | +215.0% | +92.0% | +123.0% | +158.1% |
| All | +180.0% | +205.3% | -25.3% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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