+128.1%
RSP vs HIMS
+101.7%
+26.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | -0.5% |
| 7D | +1.8% | -18.0% | +19.8% | +2.8% |
| 30D | +3.5% | -33.6% | +37.1% | +5.8% |
| 3M | +0.2% | -34.2% | +34.4% | +2.3% |
| 6M | +9.1% | -21.2% | +30.3% | +9.4% |
| YTD | +16.6% | -39.2% | +55.8% | +17.5% |
| 1Y | +17.9% | -49.4% | +67.3% | +20.2% |
| 3Y | +64.6% | +189.7% | -125.1% | +33.6% |
| 5Y | +48.4% | +166.6% | -118.2% | +15.9% |
| All | +128.1% | +101.7% | +26.3% | +35.7% |
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