+141.5%
HIMS vs RJF
+81.1%
+60.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.6% |
| 7D | -24.1% | +3.6% | -27.7% | -26.3% |
| 30D | -28.8% | +7.2% | -36.1% | -32.7% |
| 3M | -31.4% | -6.5% | -24.9% | -28.9% |
| 6M | -18.3% | +10.3% | -28.6% | -25.9% |
| YTD | -39.2% | +6.5% | -45.7% | -43.7% |
| 1Y | -45.3% | +6.1% | -51.4% | -49.1% |
| 3Y | +181.9% | +74.9% | +107.0% | +91.0% |
| All | +141.5% | +81.1% | +60.4% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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