+173.2%
HIMS vs RPRX
+53.1%
+120.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.4% |
| 7D | -1.4% | -8.0% | +6.7% | +2.1% |
| 30D | -10.1% | +2.1% | -12.1% | -10.8% |
| 3M | -1.2% | +8.2% | -9.4% | -5.1% |
| 6M | +16.9% | +28.9% | -12.0% | +3.9% |
| YTD | -15.5% | +54.1% | -69.6% | -30.3% |
| 1Y | -42.6% | +65.5% | -108.1% | -54.3% |
| 3Y | +320.2% | +117.3% | +202.9% | +191.8% |
| 5Y | +215.0% | +71.6% | +143.4% | +146.9% |
| All | +173.2% | +53.1% | +120.1% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling