+182.8%
HIMS vs RL
+294.2%
-111.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.1% |
| 7D | -3.9% | -0.8% | -3.1% | -3.7% |
| 30D | -12.4% | -7.8% | -4.7% | -10.2% |
| 3M | -1.1% | -4.0% | +2.9% | -0.2% |
| 6M | +68.4% | -1.9% | +70.3% | +68.4% |
| YTD | -14.7% | -0.2% | -14.5% | -15.8% |
| 1Y | -42.4% | +10.7% | -53.1% | -45.3% |
| 3Y | +304.5% | +210.8% | +93.8% | +183.7% |
| 5Y | +237.5% | +238.2% | -0.7% | +129.4% |
| All | +182.8% | +294.2% | -111.4% | +91.2% |
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