+112.3%
HIMS vs A
+140.3%
-27.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.1% |
| 7D | -21.9% | -0.1% | -21.8% | -21.9% |
| 30D | -32.1% | +3.3% | -35.4% | -33.1% |
| 3M | -31.8% | +18.5% | -50.3% | -37.3% |
| 6M | -28.6% | +59.3% | -87.9% | -44.5% |
| YTD | -35.9% | +31.0% | -66.9% | -44.9% |
| 1Y | -47.6% | +19.3% | -67.0% | -52.6% |
| 3Y | +205.6% | +66.8% | +138.8% | +126.7% |
| 5Y | +170.3% | +15.5% | +154.8% | +131.9% |
| All | +112.3% | +140.3% | -27.9% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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