+546.0%
RKLB vs HIMS
+166.6%
+379.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -22.4% | -8.2% | -14.2% | -21.1% |
| 3M | -45.2% | -4.7% | -40.4% | -44.9% |
| 6M | -12.5% | +6.3% | -18.8% | -15.8% |
| YTD | -9.8% | -15.3% | +5.5% | -10.2% |
| 1Y | +30.0% | -46.9% | +76.8% | +46.0% |
| 3Y | +942.2% | +321.3% | +620.9% | +441.1% |
| 5Y | +236.8% | +215.8% | +21.0% | +64.6% |
| All | +546.0% | +166.6% | +379.5% | +216.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling