+372.5%
TER vs HIMS
+112.8%
+259.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.8% | -0.5% | +6.8% |
| 7D | +5.9% | -21.9% | +27.8% | +10.0% |
| 30D | -30.8% | -32.1% | +1.3% | -26.4% |
| 3M | -29.9% | -31.8% | +1.8% | -26.2% |
| 6M | -27.5% | -28.6% | +1.1% | -25.1% |
| YTD | +37.5% | -35.9% | +73.4% | +41.1% |
| 1Y | +50.3% | -47.6% | +97.9% | +59.2% |
| 3Y | +204.9% | +205.6% | -0.7% | +93.1% |
| 5Y | +89.2% | +170.3% | -81.1% | +11.6% |
| All | +372.5% | +112.8% | +259.8% | +111.0% |
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