+165.3%
HIMS vs ACWI
+130.2%
+35.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.1% |
| 7D | -6.1% | -2.4% | -3.7% | -3.0% |
| 30D | -12.0% | -5.2% | -6.8% | -5.4% |
| 3M | -12.3% | -4.8% | -7.5% | -6.0% |
| 6M | -3.3% | -1.3% | -2.0% | +0.5% |
| YTD | -19.9% | +8.4% | -28.3% | -24.7% |
| 1Y | -37.4% | +11.0% | -48.4% | -42.5% |
| 3Y | +314.0% | +70.6% | +243.5% | +167.6% |
| 5Y | +212.1% | +55.3% | +156.8% | +112.2% |
| All | +165.3% | +130.2% | +35.1% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling