+327.3%
HIMS vs ACM
-22.3%
+349.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.9% |
| 7D | -2.7% | -3.7% | +1.0% | -0.6% |
| 30D | -12.2% | -12.7% | +0.5% | -5.4% |
| 3M | -3.7% | -9.8% | +6.1% | +0.7% |
| 6M | +25.9% | -31.4% | +57.3% | +60.0% |
| YTD | -14.1% | -32.1% | +18.0% | +7.8% |
| 1Y | -41.6% | -47.8% | +6.2% | -10.6% |
| All | +327.3% | -22.3% | +349.5% | +407.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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