+199.6%
ARM vs HIMS
+204.9%
-5.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | -24.1% | +33.2% | +14.9% |
| 30D | -19.9% | -28.8% | +8.9% | -14.4% |
| 3M | -31.6% | -31.4% | -0.2% | -26.9% |
| 6M | -13.9% | -18.3% | +4.4% | -11.6% |
| YTD | +74.3% | -39.2% | +113.5% | +84.6% |
| 1Y | +35.8% | -45.3% | +81.1% | +46.5% |
| 3Y | +268.6% | +181.9% | +86.7% | +98.1% |
| All | +199.6% | +204.9% | -5.3% | +50.3% |
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