-49.4%
HIMS vs RL
+17.3%
-66.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.9% |
| 7D | -18.0% | +2.4% | -20.4% | -19.0% |
| 30D | -33.6% | +4.6% | -38.2% | -34.6% |
| 3M | -34.2% | -1.1% | -33.0% | -33.9% |
| 6M | -21.2% | +16.5% | -37.7% | -27.0% |
| YTD | -39.2% | +11.4% | -50.6% | -44.0% |
| 1Y | -49.4% | +16.1% | -65.5% | -55.0% |
| All | -49.4% | +17.3% | -66.7% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling