+18.3%
HYG vs HIMS
+214.8%
-196.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.7% | -0.7% | 0.0% | -0.7% |
| 30D | -0.7% | -8.2% | +7.5% | -0.6% |
| 3M | -0.2% | -4.7% | +4.5% | -0.4% |
| 6M | +1.4% | +6.3% | -4.9% | +0.6% |
| YTD | +1.5% | -15.3% | +16.7% | +1.1% |
| 1Y | +2.9% | -46.9% | +49.7% | +3.7% |
| 3Y | +25.6% | +321.3% | -295.6% | +9.4% |
| All | +18.3% | +214.8% | -196.5% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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