+73.0%
IWM vs HIMS
+206.9%
-133.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -7.9% | +0.1% |
| 7D | -0.3% | -21.9% | +21.6% | +1.6% |
| 30D | +1.9% | -32.1% | +33.9% | +5.0% |
| 3M | -5.7% | -31.8% | +26.1% | -3.1% |
| 6M | -0.3% | -28.6% | +28.3% | +1.1% |
| YTD | +15.8% | -35.9% | +51.7% | +16.9% |
| 1Y | +17.1% | -47.6% | +64.7% | +20.3% |
| All | +73.0% | +206.9% | -133.9% | +30.0% |
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