+180.7%
HIMS vs RNG
-45.0%
+225.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -0.7% | -6.1% | +5.4% | +0.8% |
| 30D | -8.2% | +9.6% | -17.8% | -10.6% |
| 3M | -4.7% | +83.3% | -88.0% | -20.6% |
| 6M | +6.3% | +77.9% | -71.6% | -11.0% |
| YTD | -15.3% | +139.9% | -155.2% | -36.8% |
| 1Y | -46.9% | +121.7% | -168.5% | -59.7% |
| 3Y | +321.3% | +121.9% | +199.4% | +210.1% |
| 5Y | +215.8% | -68.4% | +284.2% | +217.6% |
| All | +180.7% | -45.0% | +225.7% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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