+128.3%
HIMS vs ACHR
-45.0%
+173.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | -0.7% | -2.3% | +1.6% | 0.0% |
| 30D | -8.2% | -11.3% | +3.1% | -4.8% |
| 3M | -4.7% | +5.3% | -10.0% | -7.2% |
| 6M | +6.3% | -13.2% | +19.5% | +10.1% |
| YTD | -15.3% | -25.8% | +10.5% | -8.3% |
| 1Y | -46.9% | -34.3% | -12.6% | -41.2% |
| 3Y | +321.3% | -19.9% | +341.2% | +307.7% |
| 5Y | +215.8% | -42.7% | +258.5% | +157.6% |
| All | +128.3% | -45.0% | +173.3% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling