+182.8%
HIMS vs RMBS
+542.6%
-359.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.9% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -12.4% | -12.2% | -0.3% | -8.2% |
| 3M | -1.1% | -49.5% | +48.5% | +25.4% |
| 6M | +68.4% | -7.1% | +75.6% | +64.0% |
| YTD | -14.7% | -7.0% | -7.7% | -19.6% |
| 1Y | -42.4% | +13.3% | -55.7% | -50.8% |
| 3Y | +304.5% | +49.2% | +255.3% | +190.1% |
| 5Y | +237.5% | +250.0% | -12.4% | +76.4% |
| All | +182.8% | +542.6% | -359.8% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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