+207.9%
HIMS vs RIO
+101.7%
+106.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.7% | +1.0% | -3.7% | -3.1% |
| 30D | -12.2% | +4.0% | -16.2% | -13.3% |
| 3M | -3.7% | +4.5% | -8.3% | -5.3% |
| 6M | +25.9% | +17.3% | +8.6% | +18.0% |
| YTD | -14.1% | +36.2% | -50.3% | -24.4% |
| 1Y | -41.6% | +76.1% | -117.8% | -53.7% |
| 3Y | +327.3% | +102.5% | +224.7% | +221.2% |
| 5Y | +207.9% | +103.5% | +104.4% | +141.3% |
| All | +207.9% | +101.7% | +106.3% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling