+133.1%
HIMS vs ABCL
-81.3%
+214.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | -12.4% | +93.1% | -105.5% | -31.3% |
| 3M | -1.1% | +79.4% | -80.5% | -21.7% |
| 6M | +68.4% | +214.9% | -146.4% | +9.6% |
| YTD | -14.7% | +234.2% | -248.9% | -46.6% |
| 1Y | -42.4% | +174.8% | -217.2% | -61.9% |
| 3Y | +304.5% | +104.5% | +200.1% | +168.9% |
| 5Y | +237.5% | -39.0% | +276.5% | +176.6% |
| All | +133.1% | -81.3% | +214.3% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling