+182.8%
HIMS vs ROST
+124.6%
+58.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.9% | +0.9% | -4.9% | -4.2% |
| 30D | -12.4% | -8.9% | -3.6% | -10.0% |
| 3M | -1.1% | -0.8% | -0.2% | -1.5% |
| 6M | +68.4% | +8.5% | +60.0% | +62.4% |
| YTD | -14.7% | +28.6% | -43.2% | -22.6% |
| 1Y | -42.4% | +52.3% | -94.7% | -50.7% |
| 3Y | +304.5% | +94.8% | +209.7% | +219.7% |
| 5Y | +237.5% | +110.8% | +126.8% | +150.3% |
| All | +182.8% | +124.6% | +58.1% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling