+118.7%
HIMS vs ABCL
-80.5%
+199.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +6.7% | +1.3% | +5.9% |
| 7D | -6.1% | -3.2% | -2.9% | -4.9% |
| 30D | -12.0% | -7.4% | -4.6% | -9.8% |
| 3M | -12.3% | +81.9% | -94.3% | -29.9% |
| 6M | -3.3% | +135.7% | -139.0% | -31.1% |
| YTD | -19.9% | +247.4% | -267.3% | -50.8% |
| 1Y | -37.4% | +162.3% | -199.6% | -57.9% |
| 3Y | +314.0% | +165.5% | +148.5% | +155.3% |
| 5Y | +212.1% | -21.3% | +233.4% | +144.8% |
| All | +118.7% | -80.5% | +199.2% | +94.2% |
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