-18.1%
HIMS vs ADVB
-88.8%
+70.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +1.5% |
| 7D | -0.9% | -14.0% | +13.0% | -1.4% |
| 30D | -10.8% | +41.0% | -51.8% | -9.8% |
| 3M | +3.7% | +127.9% | -124.2% | +6.2% |
| 6M | +79.0% | +101.3% | -22.4% | +79.5% |
| YTD | -13.2% | +53.8% | -67.0% | -12.8% |
| 1Y | -43.3% | +4.4% | -47.7% | -43.4% |
| All | -18.1% | -88.8% | +70.7% | +14.4% |
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