+180.0%
HIMS vs TRV
+186.3%
-6.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.7% |
| 7D | -1.4% | -1.5% | +0.1% | -1.3% |
| 30D | -10.1% | -1.8% | -8.3% | -10.0% |
| 3M | -1.2% | +21.6% | -22.8% | -3.4% |
| 6M | +16.9% | +22.5% | -5.5% | +14.1% |
| YTD | -15.5% | +28.1% | -43.6% | -18.0% |
| 1Y | -42.6% | +37.0% | -79.6% | -44.8% |
| 3Y | +320.2% | +141.9% | +178.3% | +277.3% |
| 5Y | +215.0% | +158.5% | +56.5% | +182.2% |
| All | +180.0% | +186.3% | -6.3% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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