+180.0%
HIMS vs ROST
+120.0%
+60.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -1.4% | -2.5% | +1.1% | -0.6% |
| 30D | -10.1% | -10.3% | +0.2% | -7.1% |
| 3M | -1.2% | -2.6% | +1.4% | -1.2% |
| 6M | +16.9% | +6.5% | +10.4% | +13.3% |
| YTD | -15.5% | +25.9% | -41.4% | -22.8% |
| 1Y | -42.6% | +52.3% | -94.9% | -50.9% |
| 3Y | +320.2% | +94.6% | +225.7% | +232.4% |
| 5Y | +215.0% | +111.1% | +103.9% | +134.6% |
| All | +180.0% | +120.0% | +60.0% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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