+101.3%
HIMS vs ROP
+39.3%
+62.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -18.0% | -2.7% | -15.3% | -17.3% |
| 30D | -33.6% | +29.7% | -63.3% | -39.6% |
| 3M | -34.2% | +21.2% | -55.4% | -38.8% |
| 6M | -21.2% | +48.3% | -69.4% | -33.1% |
| YTD | -39.2% | +8.4% | -47.6% | -41.8% |
| 1Y | -49.4% | +6.0% | -55.4% | -51.1% |
| 3Y | +189.7% | -5.6% | +195.3% | +197.6% |
| 5Y | +166.6% | +1.3% | +165.4% | +160.1% |
| All | +101.3% | +39.3% | +62.0% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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