+343.7%
TER vs HIMS
+101.7%
+241.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | -24.1% | +38.5% | +19.1% |
| 30D | -30.6% | -28.8% | -1.7% | -26.8% |
| 3M | -39.2% | -31.4% | -7.8% | -35.9% |
| 6M | -31.3% | -18.3% | -13.0% | -30.5% |
| YTD | +29.1% | -39.2% | +68.3% | +33.6% |
| 1Y | +47.4% | -45.3% | +92.7% | +55.1% |
| 3Y | +191.2% | +181.9% | +9.4% | +87.2% |
| 5Y | +74.0% | +166.6% | -92.6% | +3.2% |
| All | +343.7% | +101.7% | +241.9% | +99.9% |
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