-37.7%
HIMS vs ALC
+4.2%
-41.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +3.3% |
| 7D | -9.1% | +10.7% | -19.8% | -9.7% |
| 30D | -10.1% | +20.2% | -30.3% | -11.2% |
| 3M | -17.1% | +8.9% | -26.0% | -18.2% |
| 6M | -2.2% | +5.7% | -8.0% | -0.9% |
| YTD | -17.9% | -1.4% | -16.5% | -16.1% |
| 1Y | -37.7% | +4.7% | -42.4% | -36.3% |
| All | -37.7% | +4.2% | -41.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling