+207.7%
HIMS vs RL
+226.8%
-19.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.4% | +9.4% | +8.9% |
| 7D | -6.1% | -4.2% | -1.9% | -3.6% |
| 30D | -12.0% | +4.3% | -16.3% | -14.0% |
| 3M | -12.3% | -4.6% | -7.7% | -10.0% |
| 6M | -3.3% | +1.7% | -5.0% | -5.8% |
| YTD | -19.9% | +7.3% | -27.3% | -25.4% |
| 1Y | -37.4% | +20.8% | -58.2% | -46.1% |
| 3Y | +314.0% | +247.0% | +67.1% | +86.1% |
| All | +207.7% | +226.8% | -19.1% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling