+112.3%
HIMS vs ROL
+81.3%
+31.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | -21.9% | +0.8% | -22.7% | -22.2% |
| 30D | -32.1% | +20.6% | -52.7% | -35.1% |
| 3M | -31.8% | +4.5% | -36.3% | -32.7% |
| 6M | -28.6% | -26.5% | -2.1% | -23.5% |
| YTD | -35.9% | -34.8% | -1.1% | -29.2% |
| 1Y | -47.6% | -33.2% | -14.5% | -42.7% |
| 3Y | +205.6% | +4.5% | +201.1% | +191.8% |
| 5Y | +170.3% | +15.5% | +154.7% | +147.5% |
| All | +112.3% | +81.3% | +31.0% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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