+181.9%
HIMS vs RRC
+58.8%
+123.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.9% |
| 7D | -18.0% | +2.5% | -20.5% | -19.2% |
| 30D | -33.6% | +21.1% | -54.7% | -40.3% |
| 3M | -34.2% | +28.4% | -62.5% | -43.0% |
| 6M | -21.2% | +26.5% | -47.6% | -32.2% |
| YTD | -39.2% | +47.0% | -86.3% | -54.3% |
| 1Y | -49.4% | +35.2% | -84.6% | -59.6% |
| All | +181.9% | +58.8% | +123.0% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling