+101.3%
HIMS vs RVTY
+82.5%
+18.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.8% |
| 7D | -24.1% | -0.5% | -23.7% | -24.1% |
| 30D | -28.8% | +1.5% | -30.4% | -29.2% |
| 3M | -31.4% | +31.5% | -62.9% | -39.5% |
| 6M | -18.3% | +62.7% | -80.9% | -35.0% |
| YTD | -39.2% | +60.0% | -99.2% | -52.1% |
| 1Y | -45.3% | +65.7% | -111.0% | -57.8% |
| 3Y | +181.9% | +85.2% | +96.7% | +108.4% |
| 5Y | +166.6% | -14.9% | +181.5% | +161.8% |
| All | +101.3% | +82.5% | +18.8% | +77.7% |
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