+135.2%
HIMS vs ROIV
+232.7%
-97.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -3.9% | +0.6% | -4.6% | -4.1% |
| 30D | -12.4% | +1.0% | -13.4% | -12.6% |
| 3M | -1.1% | +18.3% | -19.4% | -4.4% |
| 6M | +68.4% | +18.3% | +50.1% | +62.6% |
| YTD | -14.7% | +61.0% | -75.6% | -23.3% |
| 1Y | -42.4% | +177.9% | -220.3% | -53.9% |
| 3Y | +304.5% | +199.1% | +105.5% | +213.2% |
| 5Y | +237.5% | +250.7% | -13.2% | +126.1% |
| All | +135.2% | +232.7% | -97.4% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling