+187.4%
HIMS vs ACWI
+143.4%
+44.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.2% |
| 7D | -0.9% | +1.1% | -2.0% | -2.3% |
| 30D | -10.8% | -0.2% | -10.6% | -10.5% |
| 3M | +3.7% | +4.7% | -1.0% | -0.7% |
| 6M | +79.0% | +14.5% | +64.5% | +56.5% |
| YTD | -13.2% | +14.6% | -27.9% | -24.4% |
| 1Y | -43.3% | +21.4% | -64.7% | -53.3% |
| 3Y | +331.4% | +77.6% | +253.8% | +162.0% |
| 5Y | +230.2% | +68.1% | +162.2% | +106.9% |
| All | +187.4% | +143.4% | +44.0% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling