+320.2%
HIMS vs TROW
+12.7%
+307.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.5% |
| 7D | -1.4% | -3.0% | +1.6% | +1.7% |
| 30D | -10.1% | -5.5% | -4.6% | -4.7% |
| 3M | -1.2% | +2.3% | -3.5% | -4.3% |
| 6M | +16.9% | +23.9% | -7.0% | -6.3% |
| YTD | -15.5% | +7.9% | -23.4% | -23.1% |
| 1Y | -42.6% | +6.1% | -48.7% | -46.8% |
| All | +320.2% | +12.7% | +307.6% | +260.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling