+230.2%
HIMS vs ROL
-2.9%
+233.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.5% |
| 7D | -0.9% | -3.4% | +2.5% | +0.1% |
| 30D | -10.8% | -6.9% | -3.9% | -8.9% |
| 3M | +3.7% | -24.6% | +28.3% | +13.0% |
| 6M | +79.0% | -39.5% | +118.5% | +111.0% |
| YTD | -13.2% | -41.1% | +27.9% | +2.9% |
| 1Y | -43.3% | -37.9% | -5.3% | -34.9% |
| 3Y | +331.4% | +0.8% | +330.6% | +293.8% |
| 5Y | +230.2% | -4.7% | +234.9% | +174.0% |
| All | +230.2% | -2.9% | +233.1% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling