+101.3%
HIMS vs ALC
+22.7%
+78.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.3% | -4.8% |
| 7D | -18.0% | -6.2% | -11.8% | -15.9% |
| 30D | -33.6% | +14.0% | -47.6% | -37.3% |
| 3M | -34.2% | -2.4% | -31.8% | -33.7% |
| 6M | -21.2% | +12.6% | -33.8% | -25.9% |
| YTD | -39.2% | -8.4% | -30.8% | -37.9% |
| 1Y | -49.4% | -9.1% | -40.3% | -48.3% |
| 3Y | +189.7% | -0.3% | +190.0% | +182.3% |
| 5Y | +166.6% | -9.9% | +176.5% | +168.0% |
| All | +101.3% | +22.7% | +78.6% | +93.0% |
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