+181.9%
HIMS vs ABCL
+189.1%
-7.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.2% |
| 7D | -18.0% | +4.4% | -22.4% | -19.5% |
| 30D | -33.6% | -7.9% | -25.7% | -32.0% |
| 3M | -34.2% | +12.2% | -46.4% | -37.7% |
| 6M | -21.2% | +134.7% | -155.9% | -47.1% |
| YTD | -39.2% | +239.8% | -279.0% | -65.5% |
| 1Y | -49.4% | +192.7% | -242.1% | -69.5% |
| All | +181.9% | +189.1% | -7.2% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling