+182.8%
HIMS vs RNG
-41.4%
+224.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.6% |
| 7D | -3.9% | +5.8% | -9.7% | -5.4% |
| 30D | -12.4% | +19.6% | -32.1% | -16.5% |
| 3M | -1.1% | +67.0% | -68.1% | -15.4% |
| 6M | +68.4% | +88.4% | -19.9% | +38.7% |
| YTD | -14.7% | +155.5% | -170.1% | -37.3% |
| 1Y | -42.4% | +141.7% | -184.1% | -57.2% |
| 3Y | +304.5% | +131.1% | +173.4% | +195.0% |
| 5Y | +237.5% | -70.6% | +308.1% | +239.5% |
| All | +182.8% | -41.4% | +224.2% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling