+187.4%
HIMS vs ROK
+188.9%
-1.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +2.2% |
| 7D | -0.9% | +2.8% | -3.7% | -2.3% |
| 30D | -10.8% | -2.4% | -8.4% | -9.8% |
| 3M | +3.7% | -4.7% | +8.4% | +5.9% |
| 6M | +79.0% | +16.8% | +62.2% | +66.1% |
| YTD | -13.2% | +11.4% | -24.6% | -17.8% |
| 1Y | -43.3% | +26.2% | -69.4% | -49.0% |
| 3Y | +331.4% | +51.9% | +279.5% | +257.2% |
| 5Y | +230.2% | +46.4% | +183.9% | +165.3% |
| All | +187.4% | +188.9% | -1.4% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling