+210.1%
HIMS vs TROW
-39.3%
+249.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +1.3% |
| 7D | -0.7% | -3.2% | +2.5% | +2.2% |
| 30D | -8.2% | -4.6% | -3.6% | -4.1% |
| 3M | -4.7% | -0.7% | -4.1% | -4.7% |
| 6M | +6.3% | +22.2% | -15.9% | -11.4% |
| YTD | -15.3% | +6.6% | -21.9% | -21.0% |
| 1Y | -46.9% | +5.8% | -52.7% | -50.0% |
| 3Y | +321.3% | +11.6% | +309.7% | +284.2% |
| All | +210.1% | -39.3% | +249.5% | +390.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling