-43.3%
HIMS vs ABCL
+171.1%
-214.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -25.1% |
| 3M | +3.7% | +111.1% | -107.4% | -22.9% |
| 6M | +79.0% | +231.6% | -152.6% | +9.7% |
| YTD | -13.2% | +234.5% | -247.7% | -47.9% |
| 1Y | -43.3% | +174.3% | -217.6% | -58.3% |
| All | -43.3% | +171.1% | -214.3% | -58.3% |
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 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