+181.9%
HIMS vs ROST
+94.3%
+87.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.8% |
| 7D | -24.1% | +0.3% | -24.4% | -24.3% |
| 30D | -28.8% | +0.5% | -29.3% | -28.9% |
| 3M | -31.4% | -5.2% | -26.2% | -30.2% |
| 6M | -18.3% | +9.8% | -28.1% | -23.1% |
| YTD | -39.2% | +29.4% | -68.6% | -48.0% |
| 1Y | -45.3% | +44.4% | -89.6% | -56.3% |
| 3Y | +181.9% | +95.0% | +86.9% | +110.9% |
| All | +181.9% | +94.3% | +87.6% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling