-26.4%
ARM vs HIMS
-3.2%
-23.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.3% | +1.8% |
| 7D | -15.2% | -6.1% | -9.2% | -13.3% |
| 30D | -40.7% | -12.0% | -28.7% | -38.0% |
| 3M | -39.1% | -12.3% | -26.7% | -37.1% |
| 6M | -26.4% | -3.3% | -23.1% | -26.6% |
| All | -26.4% | -3.2% | -23.2% | -26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling