+207.9%
HIMS vs ROST
+108.0%
+99.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | -2.7% | -2.2% | -0.5% | -1.6% |
| 30D | -12.2% | -11.4% | -0.8% | -6.8% |
| 3M | -3.7% | -1.6% | -2.1% | -4.3% |
| 6M | +25.9% | +6.8% | +19.1% | +18.9% |
| YTD | -14.1% | +25.8% | -39.9% | -26.7% |
| 1Y | -41.6% | +52.4% | -94.0% | -55.8% |
| 3Y | +327.3% | +94.4% | +232.9% | +177.0% |
| 5Y | +207.9% | +108.2% | +99.7% | +74.8% |
| All | +207.9% | +108.0% | +99.9% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling