-42.4%
HIMS vs ALC
-10.2%
-32.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | -3.9% | -2.1% | -1.8% | -4.0% |
| 30D | -12.4% | -0.1% | -12.3% | -12.5% |
| 3M | -1.1% | +5.9% | -7.0% | -0.8% |
| 6M | +68.4% | -15.9% | +84.4% | +73.0% |
| YTD | -14.7% | -10.1% | -4.6% | -11.9% |
| 1Y | -42.4% | -10.2% | -32.2% | -37.1% |
| All | -42.4% | -10.2% | -32.3% | -37.1% |
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