+181.9%
HIMS vs AKAM
-22.7%
+204.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | -24.1% | +2.8% | -26.9% | -25.2% |
| 30D | -28.8% | -6.9% | -21.9% | -26.5% |
| 3M | -31.4% | -31.8% | +0.4% | -19.6% |
| 6M | -18.3% | -47.0% | +28.7% | +5.7% |
| YTD | -39.2% | -2.1% | -37.1% | -46.2% |
| 1Y | -45.3% | -3.7% | -41.6% | -51.2% |
| 3Y | +181.9% | -23.0% | +204.9% | +160.0% |
| All | +181.9% | -22.7% | +204.6% | +160.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling