+187.4%
HIMS vs RY
+239.4%
-52.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.1% |
| 7D | -0.9% | +2.7% | -3.7% | -2.4% |
| 30D | -10.8% | -1.0% | -9.8% | -10.6% |
| 3M | +3.7% | +7.6% | -4.0% | -0.4% |
| 6M | +79.0% | +29.5% | +49.5% | +56.1% |
| YTD | -13.2% | +24.2% | -37.4% | -22.7% |
| 1Y | -43.3% | +46.4% | -89.6% | -53.5% |
| 3Y | +331.4% | +159.4% | +172.0% | +174.3% |
| 5Y | +230.2% | +141.8% | +88.4% | +118.3% |
| All | +187.4% | +239.4% | -52.0% | +84.3% |
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