+327.3%
HIMS vs ROK
+50.3%
+277.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.9% |
| 30D | -12.2% | -1.8% | -10.4% | -11.0% |
| 3M | -3.7% | -7.2% | +3.5% | +1.1% |
| 6M | +25.9% | +14.2% | +11.7% | +11.8% |
| YTD | -14.1% | +10.6% | -24.6% | -22.0% |
| 1Y | -41.6% | +25.9% | -67.5% | -52.0% |
| All | +327.3% | +50.3% | +277.0% | +191.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling