-44.4%
HIMS vs ADVB
-97.4%
+53.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.9% | -19.5% | -16.5% |
| 7D | -25.6% | -4.1% | -21.5% | -25.6% |
| 30D | -38.1% | -60.3% | +22.1% | -39.9% |
| 3M | -39.8% | -73.3% | +33.5% | -42.1% |
| 6M | -32.3% | -65.9% | +33.6% | -34.1% |
| YTD | -41.1% | -63.9% | +22.8% | -43.4% |
| 1Y | -53.4% | -74.1% | +20.7% | -55.0% |
| All | -44.4% | -97.4% | +53.0% | -25.7% |
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