-33.3%
HIMS vs ADVB
-97.4%
+64.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.5% | -15.3% | -11.7% |
| 7D | -9.1% | -1.2% | -7.9% | -9.1% |
| 30D | -25.8% | -61.4% | +35.6% | -28.0% |
| 3M | -27.4% | -67.8% | +40.4% | -29.8% |
| 6M | -18.9% | -66.9% | +48.0% | -21.0% |
| YTD | -29.4% | -64.9% | +35.5% | -32.2% |
| 1Y | -44.1% | -74.8% | +30.7% | -46.1% |
| All | -33.3% | -97.4% | +64.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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