+101.3%
HIMS vs ALB
+48.5%
+52.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.8% |
| 7D | -18.0% | -3.6% | -14.4% | -16.7% |
| 30D | -33.6% | -2.9% | -30.7% | -32.9% |
| 3M | -34.2% | -25.8% | -8.3% | -27.6% |
| 6M | -21.2% | -53.6% | +32.4% | +0.4% |
| YTD | -39.2% | -32.4% | -6.9% | -32.9% |
| 1Y | -49.4% | -13.0% | -36.4% | -49.2% |
| 3Y | +189.7% | -15.0% | +204.7% | +172.6% |
| 5Y | +166.6% | -63.5% | +230.1% | +209.2% |
| All | +101.3% | +48.5% | +52.8% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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