-47.6%
HIMS vs ABCL
+201.0%
-248.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.1% | +12.9% | +10.0% |
| 7D | -21.9% | -2.7% | -19.3% | -21.5% |
| 30D | -32.1% | -5.4% | -26.7% | -31.2% |
| 3M | -31.8% | +22.4% | -54.2% | -36.4% |
| 6M | -28.6% | +127.6% | -156.2% | -49.0% |
| YTD | -35.9% | +249.4% | -285.3% | -63.5% |
| 1Y | -47.6% | +198.0% | -245.7% | -65.5% |
| All | -47.6% | +201.0% | -248.7% | -65.5% |
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