+222.2%
HIMS vs ACWI
+67.7%
+154.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.3% |
| 7D | -3.9% | +0.5% | -4.4% | -5.0% |
| 30D | -12.4% | +0.9% | -13.3% | -13.7% |
| 3M | -1.1% | +2.4% | -3.5% | -4.2% |
| 6M | +68.4% | +12.4% | +56.1% | +37.4% |
| YTD | -14.7% | +15.2% | -29.8% | -34.0% |
| 1Y | -42.4% | +22.7% | -65.1% | -60.3% |
| 3Y | +304.5% | +75.8% | +228.7% | +56.0% |
| All | +222.2% | +67.7% | +154.5% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling