+180.7%
HIMS vs RMD
+73.7%
+107.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -0.7% | -4.4% | +3.7% | +0.6% |
| 30D | -8.2% | -3.1% | -5.1% | -7.3% |
| 3M | -4.7% | +13.8% | -18.5% | -8.9% |
| 6M | +6.3% | -8.6% | +14.9% | +8.5% |
| YTD | -15.3% | -8.6% | -6.6% | -13.8% |
| 1Y | -46.9% | -19.7% | -27.2% | -43.8% |
| 3Y | +321.3% | +48.4% | +272.9% | +268.4% |
| 5Y | +215.8% | -22.7% | +238.6% | +207.0% |
| All | +180.7% | +73.7% | +107.0% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling