+181.3%
IVV vs HIMS
+112.8%
+68.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.8% | -7.5% | +0.7% |
| 7D | -0.9% | -21.9% | +21.0% | +0.6% |
| 30D | -2.3% | -32.1% | +29.7% | +0.1% |
| 3M | -1.2% | -31.8% | +30.6% | +1.0% |
| 6M | +3.3% | -28.6% | +31.9% | +4.4% |
| YTD | +12.3% | -35.9% | +48.2% | +13.1% |
| 1Y | +12.5% | -47.6% | +60.2% | +14.9% |
| 3Y | +79.2% | +205.6% | -126.4% | +44.2% |
| 5Y | +75.6% | +170.3% | -94.6% | +35.7% |
| All | +181.3% | +112.8% | +68.5% | +68.3% |
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