+101.3%
HIMS vs RRC
+1,122.1%
-1,020.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -5.1% |
| 7D | -18.0% | +2.5% | -20.5% | -18.4% |
| 30D | -33.6% | +21.1% | -54.7% | -35.6% |
| 3M | -34.2% | +28.4% | -62.5% | -36.8% |
| 6M | -21.2% | +26.5% | -47.6% | -24.5% |
| YTD | -39.2% | +47.0% | -86.3% | -43.3% |
| 1Y | -49.4% | +35.2% | -84.6% | -52.2% |
| 3Y | +189.7% | +61.0% | +128.7% | +171.1% |
| 5Y | +166.6% | +133.6% | +33.0% | +140.1% |
| All | +101.3% | +1,122.1% | -1,020.8% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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