+180.7%
HIMS vs RRX
+134.1%
+46.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -1.3% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -8.2% | -6.1% | -2.1% | -5.8% |
| 3M | -4.7% | -23.1% | +18.3% | +5.8% |
| 6M | +6.3% | -19.5% | +25.8% | +14.8% |
| YTD | -15.3% | +16.1% | -31.3% | -22.6% |
| 1Y | -46.9% | +12.9% | -59.8% | -51.1% |
| 3Y | +321.3% | +7.9% | +313.3% | +284.8% |
| 5Y | +215.8% | +19.1% | +196.7% | +177.4% |
| All | +180.7% | +134.1% | +46.6% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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