+136.9%
HIMS vs ABCL
-81.2%
+218.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -0.9% | +1.4% | -2.4% | -1.4% |
| 30D | -10.8% | +65.1% | -75.9% | -26.0% |
| 3M | +3.7% | +111.1% | -107.4% | -22.3% |
| 6M | +79.0% | +231.6% | -152.6% | +14.5% |
| YTD | -13.2% | +234.5% | -247.7% | -45.7% |
| 1Y | -43.3% | +174.3% | -217.6% | -62.5% |
| 3Y | +331.4% | +111.5% | +219.9% | +184.1% |
| 5Y | +230.2% | -37.3% | +267.5% | +169.6% |
| All | +136.9% | -81.2% | +218.2% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling