+167.2%
RTX vs HIMS
+180.6%
-13.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -2.0% | -1.4% | -0.6% | -1.9% |
| 30D | -11.2% | -10.1% | -1.1% | -10.9% |
| 3M | +12.0% | -1.2% | +13.3% | +11.4% |
| 6M | -3.6% | +16.9% | -20.5% | -5.6% |
| YTD | +9.2% | -15.5% | +24.7% | +8.4% |
| 1Y | +29.7% | -42.6% | +72.3% | +31.0% |
| 3Y | +152.0% | +320.2% | -168.3% | +106.7% |
| 5Y | +165.8% | +215.0% | -49.3% | +115.3% |
| All | +167.2% | +180.6% | -13.3% | +32.0% |
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 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