+222.2%
HIMS vs RY
+140.8%
+81.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.3% |
| 7D | -3.9% | +3.1% | -7.0% | -6.8% |
| 30D | -12.4% | -0.3% | -12.1% | -12.7% |
| 3M | -1.1% | +8.7% | -9.7% | -8.8% |
| 6M | +68.4% | +28.5% | +39.9% | +32.3% |
| YTD | -14.7% | +25.1% | -39.8% | -31.5% |
| 1Y | -42.4% | +46.3% | -88.7% | -60.1% |
| 3Y | +304.5% | +154.9% | +149.6% | +68.3% |
| All | +222.2% | +140.8% | +81.5% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling