+141.5%
HIMS vs ROK
+30.4%
+111.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -24.1% | +7.1% | -31.2% | -28.1% |
| 30D | -28.8% | -5.0% | -23.9% | -26.9% |
| 3M | -31.4% | -9.4% | -22.0% | -27.2% |
| 6M | -18.3% | -11.0% | -7.3% | -12.6% |
| YTD | -39.2% | +4.4% | -43.7% | -42.7% |
| 1Y | -45.3% | +7.4% | -52.7% | -49.3% |
| 3Y | +181.9% | +61.0% | +120.9% | +95.4% |
| All | +141.5% | +30.4% | +111.1% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling