+106.6%
HIMS vs ALHC
-28.9%
+135.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | -0.6% | -3.3% | -3.8% |
| 30D | -12.4% | -1.0% | -11.4% | -12.5% |
| 3M | -1.1% | -10.2% | +9.1% | -0.9% |
| 6M | +68.4% | -28.3% | +96.7% | +74.6% |
| YTD | -14.7% | -31.4% | +16.8% | -10.5% |
| 1Y | -42.4% | -16.9% | -25.5% | -43.0% |
| 3Y | +304.5% | +135.5% | +169.0% | +152.0% |
| 5Y | +237.5% | -33.6% | +271.1% | +200.5% |
| All | +106.6% | -28.9% | +135.6% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling