+110.1%
HIMS vs ALHC
-29.3%
+139.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -0.9% | -1.0% | 0.0% | -0.7% |
| 30D | -10.8% | -6.3% | -4.5% | -9.7% |
| 3M | +3.7% | -12.3% | +16.0% | +4.5% |
| 6M | +79.0% | -27.0% | +106.0% | +84.5% |
| YTD | -13.2% | -31.8% | +18.6% | -8.9% |
| 1Y | -43.3% | -17.0% | -26.2% | -43.9% |
| 3Y | +331.4% | +159.8% | +171.5% | +158.7% |
| 5Y | +230.2% | -25.1% | +255.4% | +177.2% |
| All | +110.1% | -29.3% | +139.4% | +59.7% |
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