+184.7%
HIMS vs ALB
+96.5%
+88.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | 0.0% |
| 7D | -2.7% | -8.6% | +5.9% | +0.2% |
| 30D | -12.2% | -4.0% | -8.1% | -11.2% |
| 3M | -3.7% | -17.4% | +13.7% | +1.6% |
| 6M | +25.9% | -25.4% | +51.3% | +35.7% |
| YTD | -14.1% | -10.5% | -3.5% | -13.4% |
| 1Y | -41.6% | +75.8% | -117.4% | -54.0% |
| 3Y | +327.3% | -28.5% | +355.8% | +319.6% |
| 5Y | +207.9% | -45.1% | +253.1% | +218.1% |
| All | +184.7% | +96.5% | +88.2% | +166.8% |
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