+331.4%
HIMS vs ROL
+1.0%
+330.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.2% |
| 7D | -0.9% | -3.4% | +2.5% | -0.2% |
| 30D | -10.8% | -6.9% | -3.9% | -9.4% |
| 3M | +3.7% | -24.6% | +28.3% | +10.3% |
| 6M | +79.0% | -39.5% | +118.5% | +103.9% |
| YTD | -13.2% | -41.1% | +27.9% | -0.6% |
| 1Y | -43.3% | -37.9% | -5.3% | -37.2% |
| 3Y | +331.4% | +0.8% | +330.6% | +280.3% |
| All | +331.4% | +1.0% | +330.4% | +280.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling