+141.5%
HIMS vs ROIV
+380.3%
-238.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -24.1% | +1.7% | -25.8% | -24.6% |
| 30D | -28.8% | +17.6% | -46.4% | -31.6% |
| 3M | -31.4% | +9.0% | -40.4% | -33.1% |
| 6M | -18.3% | +35.3% | -53.6% | -24.5% |
| YTD | -39.2% | +82.2% | -121.4% | -48.2% |
| 1Y | -45.3% | +92.3% | -137.5% | -54.0% |
| 3Y | +181.9% | +336.8% | -154.9% | +94.1% |
| All | +141.5% | +380.3% | -238.8% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling