+181.9%
HIMS vs ROK
+63.3%
+118.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -24.1% | +7.1% | -31.2% | -28.3% |
| 30D | -28.8% | -5.0% | -23.9% | -26.8% |
| 3M | -31.4% | -9.4% | -22.0% | -26.9% |
| 6M | -18.3% | -11.0% | -7.3% | -12.3% |
| YTD | -39.2% | +4.4% | -43.7% | -43.2% |
| 1Y | -45.3% | +7.4% | -52.7% | -50.0% |
| 3Y | +181.9% | +61.0% | +120.9% | +94.5% |
| All | +181.9% | +63.3% | +118.6% | +94.5% |
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