+66.3%
IBIT vs HIMS
+225.2%
-158.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | -0.1% |
| 7D | +1.1% | -2.7% | +3.9% | +1.5% |
| 30D | +22.2% | -12.2% | +34.4% | +24.1% |
| 3M | +26.0% | -3.7% | +29.8% | +25.1% |
| 6M | +13.2% | +25.9% | -12.7% | +7.0% |
| YTD | -10.8% | -14.1% | +3.3% | -12.4% |
| 1Y | -29.9% | -41.6% | +11.7% | -28.3% |
| All | +66.3% | +225.2% | -158.9% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling