+187.4%
HIMS vs TROW
+21.9%
+165.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -0.9% | +0.4% | -1.4% | -1.2% |
| 30D | -10.8% | -4.0% | -6.8% | -8.5% |
| 3M | +3.7% | +5.0% | -1.3% | +0.5% |
| 6M | +79.0% | +24.3% | +54.7% | +57.6% |
| YTD | -13.2% | +9.8% | -23.0% | -18.2% |
| 1Y | -43.3% | +6.4% | -49.7% | -45.4% |
| 3Y | +331.4% | +15.8% | +315.6% | +304.0% |
| 5Y | +230.2% | -37.3% | +267.5% | +258.6% |
| All | +187.4% | +21.9% | +165.5% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling