+92.1%
HIMS vs RKT
-9.3%
+101.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -24.1% | -9.0% | -15.2% | -22.2% |
| 30D | -28.8% | +30.2% | -59.0% | -33.5% |
| 3M | -31.4% | -8.8% | -22.6% | -30.1% |
| 6M | -18.3% | -0.9% | -17.3% | -18.7% |
| YTD | -39.2% | -29.2% | -10.1% | -35.2% |
| 1Y | -45.3% | -20.1% | -25.2% | -43.3% |
| 3Y | +181.9% | +81.3% | +100.5% | +130.3% |
| 5Y | +166.6% | -6.6% | +173.2% | +131.5% |
| All | +92.1% | -9.3% | +101.5% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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