+187.4%
HIMS vs AKAM
+15.2%
+172.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -0.9% | -0.8% | -0.2% | -0.7% |
| 30D | -10.8% | -4.5% | -6.4% | -9.5% |
| 3M | +3.7% | -25.6% | +29.2% | +14.4% |
| 6M | +79.0% | +5.7% | +73.2% | +67.9% |
| YTD | -13.2% | +21.0% | -34.3% | -24.4% |
| 1Y | -43.3% | +33.9% | -77.1% | -53.1% |
| 3Y | +331.4% | +0.9% | +330.5% | +297.8% |
| 5Y | +230.2% | -6.9% | +237.1% | +201.8% |
| All | +187.4% | +15.2% | +172.3% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AKAM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling