+11.0%
IVV vs HIMS
-40.9%
+51.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.1% | -7.7% | -0.2% |
| 7D | -2.7% | -6.1% | +3.4% | -2.4% |
| 30D | -5.4% | -12.0% | +6.6% | -4.8% |
| 3M | -4.1% | -12.3% | +8.3% | -3.6% |
| 6M | +0.7% | -3.3% | +4.0% | +0.1% |
| YTD | +8.7% | -19.9% | +28.7% | +10.3% |
| 1Y | +11.0% | -37.4% | +48.4% | +15.5% |
| All | +11.0% | -40.9% | +51.9% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling