+400.4%
ALAB vs HIMS
+75.7%
+324.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.1% | +9.8% |
| 7D | +7.2% | -3.9% | +11.1% | +8.2% |
| 30D | -2.5% | -12.4% | +9.9% | -0.4% |
| 3M | -13.3% | -1.1% | -12.2% | -13.8% |
| 6M | +172.8% | +68.4% | +104.4% | +138.2% |
| YTD | +86.6% | -14.7% | +101.2% | +85.2% |
| 1Y | +65.2% | -42.4% | +107.6% | +76.1% |
| All | +400.4% | +75.7% | +324.7% | +304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling