+65.9%
HIMS vs ABCL
-81.0%
+146.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.3% |
| 7D | -18.0% | +4.4% | -22.4% | -19.4% |
| 30D | -33.6% | -7.9% | -25.7% | -32.1% |
| 3M | -34.2% | +12.2% | -46.4% | -37.4% |
| 6M | -21.2% | +134.7% | -155.9% | -44.2% |
| YTD | -39.2% | +239.8% | -279.0% | -62.5% |
| 1Y | -49.4% | +192.7% | -242.1% | -67.2% |
| 3Y | +189.7% | +187.6% | +2.1% | +74.3% |
| 5Y | +166.6% | -22.6% | +189.3% | +109.7% |
| All | +65.9% | -81.0% | +146.9% | +47.9% |
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