+76.7%
HIMS vs ROIV
+298.6%
-221.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +8.4% |
| 7D | -21.9% | +9.5% | -31.4% | -23.5% |
| 30D | -32.1% | +21.0% | -53.1% | -34.8% |
| 3M | -31.8% | +18.7% | -50.5% | -34.5% |
| 6M | -28.6% | +44.5% | -73.1% | -34.3% |
| YTD | -35.9% | +92.9% | -128.8% | -44.8% |
| 1Y | -47.6% | +100.2% | -147.9% | -55.3% |
| 3Y | +205.6% | +375.0% | -169.4% | +118.7% |
| 5Y | +170.3% | +435.2% | -264.9% | +63.7% |
| All | +76.7% | +298.6% | -221.9% | +15.6% |
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