+181.9%
HIMS vs RY
+160.3%
+21.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -24.1% | +0.6% | -24.7% | -24.5% |
| 30D | -28.8% | +5.0% | -33.9% | -31.8% |
| 3M | -31.4% | -5.3% | -26.1% | -27.9% |
| 6M | -18.3% | +13.8% | -32.1% | -28.1% |
| YTD | -39.2% | +21.0% | -60.2% | -49.7% |
| 1Y | -45.3% | +40.5% | -85.8% | -60.7% |
| 3Y | +181.9% | +159.7% | +22.2% | +41.4% |
| All | +181.9% | +160.3% | +21.6% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling