+139.1%
HIMS vs ROIV
+295.0%
-155.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.8% | -17.1% | -2.3% |
| 7D | -0.9% | +20.2% | -21.1% | -5.0% |
| 30D | -10.8% | +14.1% | -25.0% | -13.6% |
| 3M | +3.7% | +45.6% | -41.9% | -4.4% |
| 6M | +79.0% | +44.1% | +34.8% | +65.3% |
| YTD | -13.2% | +91.2% | -104.4% | -25.0% |
| 1Y | -43.3% | +221.3% | -264.6% | -56.1% |
| 3Y | +331.4% | +229.2% | +102.2% | +225.6% |
| 5Y | +230.2% | +316.5% | -86.2% | +112.7% |
| All | +139.1% | +295.0% | -155.9% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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