+246.0%
HIMS vs ACM
-7.9%
+253.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.2% | -17.0% | -14.7% |
| 7D | -9.1% | +6.9% | -16.0% | -12.8% |
| 30D | -25.8% | +19.1% | -44.9% | -33.3% |
| 3M | -27.4% | -6.9% | -20.4% | -24.9% |
| 6M | -18.9% | -12.0% | -6.8% | -12.6% |
| YTD | -29.4% | -25.1% | -4.2% | -16.7% |
| 1Y | -44.1% | -45.4% | +1.3% | -16.1% |
| 3Y | +246.0% | -6.9% | +252.9% | +283.9% |
| All | +246.0% | -7.9% | +253.9% | +283.9% |
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