+42.7%
HIMS vs ALHC
-59.7%
+102.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.5% | -22.1% | -17.9% |
| 7D | -25.6% | +3.8% | -29.4% | -26.4% |
| 30D | -38.1% | +1.7% | -39.8% | -38.5% |
| 3M | -39.8% | -44.3% | +4.6% | -32.4% |
| 6M | -32.3% | -57.2% | +24.9% | -21.7% |
| YTD | -41.1% | -61.2% | +20.1% | -30.7% |
| 1Y | -53.4% | -53.2% | -0.2% | -48.1% |
| 3Y | +180.9% | +27.8% | +153.1% | +103.5% |
| 5Y | +138.5% | -65.4% | +203.9% | +149.7% |
| All | +42.7% | -59.7% | +102.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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