-12.3%
HIMS vs RY
-4.5%
-7.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.3% | +9.3% | +8.5% |
| 7D | -6.1% | -0.9% | -5.2% | -4.7% |
| 30D | -12.0% | +5.9% | -17.8% | -9.4% |
| 3M | -12.3% | -4.3% | -8.1% | -17.5% |
| All | -12.3% | -4.5% | -7.9% | -17.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling