+96.8%
IWM vs HIMS
+112.8%
-16.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -7.9% | -0.1% |
| 7D | -0.3% | -21.9% | +21.6% | +2.1% |
| 30D | +1.9% | -32.1% | +33.9% | +5.8% |
| 3M | -5.7% | -31.8% | +26.1% | -2.5% |
| 6M | -0.3% | -28.6% | +28.3% | +1.4% |
| YTD | +15.8% | -35.9% | +51.7% | +17.0% |
| 1Y | +17.1% | -47.6% | +64.7% | +20.9% |
| 3Y | +73.1% | +205.6% | -132.5% | +23.0% |
| 5Y | +25.9% | +170.3% | -144.4% | -14.8% |
| All | +96.8% | +112.8% | -16.0% | +1.9% |
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