+95.2%
HIMS vs ADP
+121.6%
-26.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.7% | -16.9% |
| 7D | -25.6% | +3.2% | -28.7% | -26.4% |
| 30D | -38.1% | +12.8% | -50.9% | -40.6% |
| 3M | -39.8% | +12.3% | -52.1% | -42.2% |
| 6M | -32.3% | +45.4% | -77.7% | -41.4% |
| YTD | -41.1% | +21.4% | -62.5% | -45.6% |
| 1Y | -53.4% | +23.7% | -77.1% | -57.4% |
| 3Y | +180.9% | +43.6% | +137.3% | +150.1% |
| 5Y | +138.5% | +48.7% | +89.8% | +110.2% |
| All | +95.2% | +121.6% | -26.4% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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