+101.3%
HIMS vs ADP
+123.4%
-22.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.3% |
| 7D | -18.0% | +0.3% | -18.3% | -18.1% |
| 30D | -33.6% | +11.6% | -45.2% | -36.1% |
| 3M | -34.2% | +15.1% | -49.2% | -37.3% |
| 6M | -21.2% | +46.0% | -67.2% | -31.8% |
| YTD | -39.2% | +22.4% | -61.6% | -44.1% |
| 1Y | -49.4% | +24.5% | -73.9% | -53.8% |
| 3Y | +189.7% | +44.8% | +144.9% | +157.3% |
| 5Y | +166.6% | +49.1% | +117.5% | +134.4% |
| All | +101.3% | +123.4% | -22.0% | +71.6% |
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