+180.0%
HIMS vs RVTY
+42.9%
+137.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.6% |
| 7D | -1.4% | -7.4% | +6.1% | +2.2% |
| 30D | -10.1% | +4.5% | -14.6% | -11.6% |
| 3M | -1.2% | +19.5% | -20.7% | -9.1% |
| 6M | +16.9% | +34.1% | -17.2% | +1.5% |
| YTD | -15.5% | +25.3% | -40.7% | -25.3% |
| 1Y | -42.6% | +47.0% | -89.6% | -53.3% |
| 3Y | +320.2% | +14.1% | +306.1% | +281.0% |
| 5Y | +215.0% | -34.6% | +249.6% | +247.9% |
| All | +180.0% | +42.9% | +137.1% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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