+296.4%
ARM vs HIMS
+328.3%
-31.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +5.5% | -3.9% | +9.4% | +6.3% |
| 30D | -8.2% | -12.4% | +4.3% | -6.4% |
| 3M | -35.9% | -1.1% | -34.9% | -36.5% |
| 6M | +103.1% | +68.4% | +34.7% | +78.6% |
| YTD | +130.6% | -14.7% | +145.3% | +129.0% |
| 1Y | +86.1% | -42.4% | +128.5% | +96.7% |
| All | +296.4% | +328.3% | -31.9% | +86.5% |
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