+141.5%
HIMS vs ROST
+109.2%
+32.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.1% |
| 7D | -24.1% | +0.3% | -24.4% | -24.4% |
| 30D | -28.8% | +0.5% | -29.3% | -29.1% |
| 3M | -31.4% | -5.2% | -26.2% | -30.0% |
| 6M | -18.3% | +9.8% | -28.1% | -24.1% |
| YTD | -39.2% | +29.4% | -68.6% | -48.9% |
| 1Y | -45.3% | +44.4% | -89.6% | -57.1% |
| 3Y | +181.9% | +95.0% | +86.9% | +82.9% |
| All | +141.5% | +109.2% | +32.3% | +31.9% |
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 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