+172.3%
IVV vs HIMS
+165.8%
+6.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.1% | -7.7% | -0.3% |
| 7D | -2.7% | -6.1% | +3.4% | -2.3% |
| 30D | -5.4% | -12.0% | +6.6% | -4.6% |
| 3M | -4.1% | -12.3% | +8.3% | -3.5% |
| 6M | +0.7% | -3.3% | +4.0% | -0.2% |
| YTD | +8.7% | -19.9% | +28.7% | +7.9% |
| 1Y | +11.0% | -37.4% | +48.4% | +12.1% |
| 3Y | +75.4% | +314.0% | -238.6% | +38.0% |
| 5Y | +68.3% | +212.1% | -143.8% | +28.6% |
| All | +172.3% | +165.8% | +6.5% | +60.7% |
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