-41.6%
HIMS vs ALHC
-19.3%
-22.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.8% |
| 7D | -2.7% | -4.1% | +1.4% | -2.5% |
| 30D | -12.2% | -5.4% | -6.7% | -11.9% |
| 3M | -3.7% | -32.1% | +28.4% | -0.7% |
| 6M | +25.9% | -28.5% | +54.4% | +27.8% |
| YTD | -14.1% | -34.0% | +20.0% | -9.0% |
| 1Y | -41.6% | -20.9% | -20.7% | -35.2% |
| All | -41.6% | -19.3% | -22.3% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling