+112.3%
HIMS vs ACWI
+137.8%
-25.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +7.4% |
| 7D | -21.9% | -0.7% | -21.3% | -21.3% |
| 30D | -32.1% | -2.0% | -30.1% | -30.2% |
| 3M | -31.8% | -2.2% | -29.6% | -29.5% |
| 6M | -28.6% | +1.9% | -30.5% | -28.9% |
| YTD | -35.9% | +12.0% | -47.9% | -42.2% |
| 1Y | -47.6% | +12.5% | -60.2% | -52.9% |
| 3Y | +205.6% | +75.4% | +130.2% | +89.9% |
| 5Y | +170.3% | +61.5% | +108.8% | +75.7% |
| All | +112.3% | +137.8% | -25.5% | +30.2% |
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