+228.9%
ARM vs HIMS
+293.3%
-64.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.3% | +3.1% |
| 7D | -15.2% | -6.1% | -9.2% | -14.0% |
| 30D | -40.7% | -12.0% | -28.7% | -39.1% |
| 3M | -39.1% | -12.3% | -26.7% | -37.9% |
| 6M | -26.4% | -3.3% | -23.1% | -27.0% |
| YTD | +59.7% | -19.9% | +79.7% | +60.7% |
| 1Y | +10.3% | -37.4% | +47.7% | +16.1% |
| 3Y | +228.9% | +314.0% | -85.2% | +77.6% |
| All | +228.9% | +293.3% | -64.5% | +77.6% |
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