+112.3%
HIMS vs RVTY
+87.1%
+25.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.0% |
| 7D | -21.9% | -0.7% | -21.2% | -21.6% |
| 30D | -32.1% | +1.7% | -33.8% | -32.5% |
| 3M | -31.8% | +36.8% | -68.6% | -40.9% |
| 6M | -28.6% | +60.1% | -88.7% | -42.8% |
| YTD | -35.9% | +64.0% | -99.9% | -50.1% |
| 1Y | -47.6% | +68.2% | -115.9% | -59.9% |
| 3Y | +205.6% | +88.8% | +116.8% | +123.8% |
| 5Y | +170.3% | -10.5% | +180.8% | +161.0% |
| All | +112.3% | +87.1% | +25.3% | +85.2% |
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