+214.0%
HIMS vs ALC
-10.9%
+224.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.1% | +10.2% | +9.2% |
| 7D | -6.1% | +4.9% | -11.0% | -8.8% |
| 30D | -12.0% | +19.0% | -30.9% | -20.2% |
| 3M | -12.3% | +7.8% | -20.1% | -16.3% |
| 6M | -3.3% | +14.6% | -17.8% | -12.2% |
| YTD | -19.9% | -4.4% | -15.5% | -19.5% |
| 1Y | -37.4% | +1.4% | -38.8% | -39.9% |
| 3Y | +314.0% | +2.5% | +311.5% | +280.1% |
| All | +214.0% | -10.9% | +224.9% | +260.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling