+365.7%
ALAB vs HIMS
+78.6%
+287.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -7.3% |
| 7D | +3.2% | -0.9% | +4.1% | +3.3% |
| 30D | -13.6% | -10.8% | -2.7% | -11.9% |
| 3M | -16.6% | +3.7% | -20.3% | -18.1% |
| 6M | +142.3% | +79.0% | +63.4% | +109.0% |
| YTD | +73.6% | -13.2% | +86.9% | +71.7% |
| 1Y | +33.7% | -43.3% | +76.9% | +42.7% |
| All | +365.7% | +78.6% | +287.0% | +274.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling