-37.4%
HIMS vs ABCL
+152.2%
-189.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +6.7% | +1.3% | +6.0% |
| 7D | -6.1% | -3.2% | -2.9% | -5.0% |
| 30D | -12.0% | -7.4% | -4.6% | -9.9% |
| 3M | -12.3% | +81.9% | -94.3% | -28.1% |
| 6M | -3.3% | +135.7% | -139.0% | -31.0% |
| YTD | -19.9% | +247.4% | -267.3% | -52.2% |
| 1Y | -37.4% | +162.3% | -199.6% | -55.9% |
| All | -37.4% | +152.2% | -189.6% | -55.9% |
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 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