+101.3%
HIMS vs ROST
+126.0%
-24.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | -24.1% | +0.3% | -24.4% | -24.3% |
| 30D | -28.8% | +0.5% | -29.3% | -29.0% |
| 3M | -31.4% | -5.2% | -26.2% | -30.5% |
| 6M | -18.3% | +9.8% | -28.1% | -21.7% |
| YTD | -39.2% | +29.4% | -68.6% | -45.1% |
| 1Y | -45.3% | +44.4% | -89.6% | -52.4% |
| 3Y | +181.9% | +95.0% | +86.9% | +122.2% |
| 5Y | +166.6% | +111.9% | +54.8% | +97.0% |
| All | +101.3% | +126.0% | -24.7% | +46.1% |
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