+112.3%
HIMS vs ROP
+39.3%
+73.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.6% |
| 7D | -21.9% | -2.9% | -19.0% | -21.2% |
| 30D | -32.1% | +30.1% | -62.1% | -38.3% |
| 3M | -31.8% | +19.9% | -51.7% | -36.3% |
| 6M | -28.6% | +46.0% | -74.6% | -39.0% |
| YTD | -35.9% | +8.4% | -44.3% | -38.6% |
| 1Y | -47.6% | +8.8% | -56.5% | -49.9% |
| 3Y | +205.6% | -5.6% | +211.2% | +213.9% |
| 5Y | +170.3% | +3.0% | +167.3% | +163.7% |
| All | +112.3% | +39.3% | +73.1% | +102.2% |
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