+182.8%
HIMS vs ACM
+82.8%
+100.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.9% | -3.7% | -0.2% | -2.5% |
| 30D | -12.4% | -11.1% | -1.3% | -8.7% |
| 3M | -1.1% | -8.0% | +6.9% | +1.3% |
| 6M | +68.4% | -29.7% | +98.1% | +93.3% |
| YTD | -14.7% | -29.4% | +14.7% | -3.0% |
| 1Y | -42.4% | -46.4% | +4.0% | -26.7% |
| 3Y | +304.5% | -22.3% | +326.9% | +351.4% |
| 5Y | +237.5% | +4.5% | +233.0% | +253.1% |
| All | +182.8% | +82.8% | +100.0% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling