+141.5%
HIMS vs ABCL
-26.2%
+167.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -24.1% | -3.3% | -20.8% | -23.5% |
| 30D | -28.8% | -7.1% | -21.7% | -27.3% |
| 3M | -31.4% | +4.7% | -36.2% | -33.6% |
| 6M | -18.3% | +140.9% | -159.1% | -46.2% |
| YTD | -39.2% | +236.0% | -275.2% | -65.6% |
| 1Y | -45.3% | +217.4% | -262.7% | -68.3% |
| 3Y | +181.9% | +188.7% | -6.8% | +51.9% |
| All | +141.5% | -26.2% | +167.7% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling