+180.7%
HIMS vs TROW
+18.5%
+162.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +1.0% |
| 7D | -0.7% | -3.2% | +2.5% | +1.2% |
| 30D | -8.2% | -4.6% | -3.6% | -5.5% |
| 3M | -4.7% | -0.7% | -4.1% | -4.5% |
| 6M | +6.3% | +22.2% | -15.9% | -5.4% |
| YTD | -15.3% | +6.6% | -21.9% | -18.7% |
| 1Y | -46.9% | +5.8% | -52.7% | -48.7% |
| 3Y | +321.3% | +11.6% | +309.7% | +302.9% |
| 5Y | +215.8% | -38.9% | +254.8% | +248.9% |
| All | +180.7% | +18.5% | +162.3% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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