+184.7%
HIMS vs ALC
+16.9%
+167.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.7% | -5.3% | +2.6% | -0.6% |
| 30D | -12.2% | -7.1% | -5.1% | -9.6% |
| 3M | -3.7% | +0.8% | -4.5% | -4.7% |
| 6M | +25.9% | -16.0% | +41.9% | +34.3% |
| YTD | -14.1% | -12.7% | -1.3% | -10.2% |
| 1Y | -41.6% | -12.8% | -28.8% | -39.4% |
| 3Y | +327.3% | -15.8% | +343.1% | +348.5% |
| 5Y | +207.9% | -16.7% | +224.6% | +218.2% |
| All | +184.7% | +16.9% | +167.8% | +179.1% |
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