+146.2%
IGV vs HIMS
+183.3%
-37.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -4.5% | -3.9% | -0.6% | -4.0% |
| 30D | +3.2% | -12.4% | +15.7% | +4.6% |
| 3M | +4.5% | -1.1% | +5.6% | +3.5% |
| 6M | +22.1% | +68.4% | -46.3% | +11.1% |
| YTD | -1.0% | -14.7% | +13.6% | -2.4% |
| 1Y | -2.1% | -42.4% | +40.3% | +0.5% |
| 3Y | +44.6% | +304.5% | -259.9% | -4.0% |
| 5Y | +22.2% | +237.5% | -215.4% | -23.7% |
| All | +146.2% | +183.3% | -37.2% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling