+165.3%
HIMS vs RL
+323.8%
-158.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.4% | +9.4% | +8.6% |
| 7D | -6.1% | -4.2% | -1.9% | -4.5% |
| 30D | -12.0% | +4.3% | -16.3% | -13.2% |
| 3M | -12.3% | -4.6% | -7.7% | -10.9% |
| 6M | -3.3% | +1.7% | -5.0% | -4.5% |
| YTD | -19.9% | +7.3% | -27.3% | -22.9% |
| 1Y | -37.4% | +20.8% | -58.2% | -42.2% |
| 3Y | +314.0% | +247.0% | +67.1% | +180.6% |
| 5Y | +212.1% | +225.5% | -13.3% | +108.9% |
| All | +165.3% | +323.8% | -158.5% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling