+182.8%
HIMS vs ROL
+68.1%
+114.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.9% | -1.4% | -2.5% | -3.6% |
| 30D | -12.4% | -4.1% | -8.4% | -11.6% |
| 3M | -1.1% | -22.5% | +21.4% | +4.9% |
| 6M | +68.4% | -37.7% | +106.1% | +88.8% |
| YTD | -14.7% | -39.6% | +24.9% | -3.8% |
| 1Y | -42.4% | -36.0% | -6.4% | -36.6% |
| 3Y | +304.5% | -5.1% | +309.7% | +295.8% |
| 5Y | +237.5% | -3.4% | +240.9% | +219.2% |
| All | +182.8% | +68.1% | +114.6% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling