+219.8%
ARM vs HIMS
+221.6%
-1.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +8.8% | +3.3% | +10.2% |
| 7D | +6.0% | -21.9% | +28.0% | +11.2% |
| 30D | -20.3% | -32.1% | +11.8% | -14.0% |
| 3M | -24.4% | -31.8% | +7.4% | -19.1% |
| 6M | -4.4% | -28.6% | +24.2% | +0.4% |
| YTD | +86.0% | -35.9% | +121.9% | +94.9% |
| 1Y | +35.8% | -47.6% | +83.5% | +47.8% |
| 3Y | +289.1% | +205.6% | +83.5% | +103.3% |
| All | +219.8% | +221.6% | -1.8% | +58.7% |
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