+141.5%
HIMS vs RIO
+90.3%
+51.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -24.1% | -0.9% | -23.2% | -23.8% |
| 30D | -28.8% | -9.1% | -19.7% | -25.9% |
| 3M | -31.4% | -13.7% | -17.7% | -26.7% |
| 6M | -18.3% | -24.3% | +6.1% | -8.3% |
| YTD | -39.2% | +8.9% | -48.1% | -41.4% |
| 1Y | -45.3% | +22.7% | -67.9% | -49.8% |
| 3Y | +181.9% | +51.2% | +130.7% | +137.3% |
| All | +141.5% | +90.3% | +51.2% | +96.5% |
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