+96.4%
HIMS vs RPRX
+81.2%
+15.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -24.1% | +3.3% | -27.5% | -25.3% |
| 30D | -28.8% | +17.9% | -46.7% | -33.8% |
| 3M | -31.4% | +19.2% | -50.7% | -36.5% |
| 6M | -18.3% | +31.7% | -50.0% | -28.0% |
| YTD | -39.2% | +82.5% | -121.7% | -53.5% |
| 1Y | -45.3% | +78.4% | -123.7% | -57.7% |
| 3Y | +181.9% | +177.0% | +4.9% | +75.8% |
| 5Y | +166.6% | +86.5% | +80.2% | +98.5% |
| All | +96.4% | +81.2% | +15.2% | +46.2% |
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