+219.1%
TER vs HIMS
+221.2%
-2.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.9% |
| 7D | +11.0% | -0.9% | +11.9% | +11.2% |
| 30D | -1.9% | -10.8% | +9.0% | -0.2% |
| 3M | -0.7% | +3.7% | -4.3% | -2.9% |
| 6M | +36.4% | +79.0% | -42.6% | +18.4% |
| YTD | +92.4% | -13.2% | +105.7% | +88.8% |
| 1Y | +213.5% | -43.3% | +256.8% | +228.2% |
| 3Y | +277.2% | +331.4% | -54.2% | +92.8% |
| 5Y | +219.1% | +230.2% | -11.1% | +49.1% |
| All | +219.1% | +221.2% | -2.1% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling