+101.3%
HIMS vs ROK
+170.9%
-69.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -24.1% | +7.1% | -31.2% | -26.8% |
| 30D | -28.8% | -5.0% | -23.9% | -27.4% |
| 3M | -31.4% | -9.4% | -22.0% | -28.5% |
| 6M | -18.3% | -11.0% | -7.3% | -14.2% |
| YTD | -39.2% | +4.4% | -43.7% | -40.9% |
| 1Y | -45.3% | +7.4% | -52.7% | -47.4% |
| 3Y | +181.9% | +61.0% | +120.9% | +131.0% |
| 5Y | +166.6% | +30.4% | +136.2% | +120.7% |
| All | +101.3% | +170.9% | -69.6% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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