+177.1%
HIMS vs ACM
+3.6%
+173.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.2% | -17.0% | -15.2% |
| 7D | -9.1% | +6.9% | -16.0% | -13.5% |
| 30D | -25.8% | +19.1% | -44.9% | -34.6% |
| 3M | -27.4% | -6.9% | -20.4% | -25.0% |
| 6M | -18.9% | -12.0% | -6.8% | -12.9% |
| YTD | -29.4% | -25.1% | -4.2% | -15.8% |
| 1Y | -44.1% | -45.4% | +1.3% | -14.1% |
| 3Y | +246.0% | -6.9% | +252.9% | +240.1% |
| 5Y | +177.1% | +3.7% | +173.3% | +148.2% |
| All | +177.1% | +3.6% | +173.5% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling