+309.9%
HIMS vs ALHC
+140.1%
+169.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | -0.6% | -3.3% | -3.9% |
| 30D | -12.4% | -1.0% | -11.4% | -12.5% |
| 3M | -1.1% | -10.2% | +9.1% | -0.6% |
| 6M | +68.4% | -28.3% | +96.7% | +72.2% |
| YTD | -14.7% | -31.4% | +16.8% | -12.0% |
| 1Y | -42.4% | -16.9% | -25.5% | -42.2% |
| All | +309.9% | +140.1% | +169.8% | +237.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling