+23.8%
IWM vs HIMS
+160.3%
-136.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -24.1% | +25.5% | +4.3% |
| 30D | +2.3% | -28.8% | +31.1% | +5.8% |
| 3M | -8.3% | -31.4% | +23.1% | -5.1% |
| 6M | -1.3% | -18.3% | +16.9% | -1.1% |
| YTD | +13.5% | -39.2% | +52.7% | +15.5% |
| 1Y | +18.4% | -45.3% | +63.7% | +21.8% |
| 3Y | +69.6% | +181.9% | -112.2% | +11.3% |
| All | +23.8% | +160.3% | -136.5% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling