+134.1%
HIMS vs ALC
+28.4%
+105.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.0% | -11.9% |
| 7D | -9.1% | +2.1% | -11.2% | -10.0% |
| 30D | -25.8% | +17.2% | -43.0% | -30.7% |
| 3M | -27.4% | +4.6% | -32.0% | -29.0% |
| 6M | -18.9% | +20.1% | -39.0% | -26.0% |
| YTD | -29.4% | -4.2% | -25.2% | -29.2% |
| 1Y | -44.1% | +2.1% | -46.2% | -45.8% |
| 3Y | +246.0% | +4.5% | +241.5% | +230.7% |
| 5Y | +177.1% | -12.3% | +189.4% | +176.8% |
| All | +134.1% | +28.4% | +105.7% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling