+165.3%
HIMS vs RY
+228.7%
-63.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.3% | +9.3% | +8.8% |
| 7D | -6.1% | -0.9% | -5.2% | -5.5% |
| 30D | -12.0% | +5.9% | -17.8% | -14.5% |
| 3M | -12.3% | -4.3% | -8.1% | -10.4% |
| 6M | -3.3% | +12.1% | -15.4% | -9.0% |
| YTD | -19.9% | +20.3% | -40.2% | -27.3% |
| 1Y | -37.4% | +41.0% | -78.4% | -47.6% |
| 3Y | +314.0% | +157.5% | +156.5% | +165.8% |
| 5Y | +212.1% | +123.2% | +88.9% | +112.0% |
| All | +165.3% | +228.7% | -63.4% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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