-37.7%
HIMS vs ABCL
+138.2%
-175.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | -9.1% | -10.0% | +0.9% | -6.3% |
| 30D | -10.1% | -10.9% | +0.7% | -7.3% |
| 3M | -17.1% | +101.6% | -118.7% | -34.7% |
| 6M | -2.2% | +167.5% | -169.8% | -33.8% |
| YTD | -17.9% | +259.1% | -277.0% | -51.5% |
| 1Y | -37.7% | +152.2% | -189.9% | -55.7% |
| All | -37.7% | +138.2% | -175.9% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling