+207.7%
HIMS vs ALB
-61.7%
+269.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.9% | +7.2% | +7.7% |
| 7D | -6.1% | +9.1% | -15.1% | -9.3% |
| 30D | -12.0% | -3.4% | -8.6% | -11.0% |
| 3M | -12.3% | -20.6% | +8.3% | -4.9% |
| 6M | -3.3% | -48.2% | +44.9% | +23.0% |
| YTD | -19.9% | -29.2% | +9.3% | -12.4% |
| 1Y | -37.4% | +10.0% | -47.4% | -43.9% |
| 3Y | +314.0% | -12.9% | +326.9% | +273.1% |
| All | +207.7% | -61.7% | +269.4% | +247.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling