+66.0%
IWM vs HIMS
+317.3%
-251.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.6% |
| 7D | +1.4% | -0.9% | +2.4% | +1.5% |
| 30D | -2.3% | -10.8% | +8.5% | -1.5% |
| 3M | +4.0% | +3.7% | +0.3% | +2.7% |
| 6M | +17.9% | +79.0% | -61.0% | +9.3% |
| YTD | +20.2% | -13.2% | +33.4% | +18.7% |
| 1Y | +25.0% | -43.3% | +68.2% | +27.6% |
| 3Y | +66.0% | +331.4% | -265.4% | +15.0% |
| All | +66.0% | +317.3% | -251.3% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling