+184.7%
HIMS vs RL
+276.7%
-92.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | +0.2% |
| 7D | -2.7% | -0.3% | -2.5% | -2.7% |
| 30D | -12.2% | -17.5% | +5.3% | -6.1% |
| 3M | -3.7% | -14.0% | +10.3% | +1.0% |
| 6M | +25.9% | -2.0% | +27.9% | +25.7% |
| YTD | -14.1% | -4.6% | -9.5% | -13.8% |
| 1Y | -41.6% | +9.5% | -51.1% | -44.3% |
| 3Y | +327.3% | +200.5% | +126.8% | +203.6% |
| 5Y | +207.9% | +226.3% | -18.3% | +112.5% |
| All | +184.7% | +276.7% | -92.0% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling