+14.8%
IGV vs HIMS
+160.3%
-145.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.3% | -24.1% | +26.5% | +5.8% |
| 30D | -6.0% | -28.8% | +22.8% | -2.1% |
| 3M | -4.8% | -31.4% | +26.6% | -0.8% |
| 6M | +14.2% | -18.3% | +32.5% | +14.9% |
| YTD | -4.2% | -39.2% | +35.0% | -1.9% |
| 1Y | -5.3% | -45.3% | +40.0% | -1.7% |
| 3Y | +38.8% | +181.9% | -143.1% | -15.9% |
| All | +14.8% | +160.3% | -145.5% | -33.1% |
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