+101.3%
HIMS vs RL
+334.8%
-233.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -24.1% | +2.6% | -26.7% | -25.1% |
| 30D | -28.8% | +2.9% | -31.8% | -29.7% |
| 3M | -31.4% | 0.0% | -31.4% | -31.7% |
| 6M | -18.3% | +17.1% | -35.4% | -23.7% |
| YTD | -39.2% | +10.1% | -49.4% | -42.2% |
| 1Y | -45.3% | +17.3% | -62.6% | -49.2% |
| 3Y | +181.9% | +249.3% | -67.5% | +89.4% |
| 5Y | +166.6% | +240.9% | -74.3% | +75.7% |
| All | +101.3% | +334.8% | -233.5% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling