+207.9%
HIMS vs ACM
+2.7%
+205.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +1.2% |
| 7D | -2.7% | -3.7% | +1.0% | -0.2% |
| 30D | -12.2% | -12.7% | +0.5% | -4.5% |
| 3M | -3.7% | -9.8% | +6.1% | +1.1% |
| 6M | +25.9% | -31.4% | +57.3% | +63.8% |
| YTD | -14.1% | -32.1% | +18.0% | +10.2% |
| 1Y | -41.6% | -47.8% | +6.2% | -7.5% |
| 3Y | +327.3% | -22.1% | +349.3% | +385.9% |
| 5Y | +207.9% | +1.8% | +206.2% | +184.0% |
| All | +207.9% | +2.7% | +205.2% | +184.0% |
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