+582.2%
TER vs HIMS
+185.3%
+396.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +12.4% | -2.7% | +15.1% | +12.9% |
| 30D | +5.1% | -12.2% | +17.3% | +7.0% |
| 3M | +4.0% | -3.7% | +7.7% | +3.2% |
| 6M | +29.5% | +25.9% | +3.6% | +21.8% |
| YTD | +98.5% | -14.1% | +112.5% | +95.4% |
| 1Y | +234.1% | -41.6% | +275.7% | +246.6% |
| 3Y | +289.0% | +327.3% | -38.2% | +133.6% |
| 5Y | +228.2% | +207.9% | +20.2% | +88.1% |
| All | +582.2% | +185.3% | +396.9% | +192.2% |
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