+134.1%
HIMS vs ALK
-36.4%
+170.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +7.1% | -18.9% | -14.0% |
| 7D | -9.1% | +8.9% | -18.0% | -11.9% |
| 30D | -25.8% | +5.9% | -31.8% | -27.6% |
| 3M | -27.4% | -16.5% | -10.8% | -23.9% |
| 6M | -18.9% | +2.1% | -21.0% | -20.5% |
| YTD | -29.4% | -17.1% | -12.3% | -27.0% |
| 1Y | -44.1% | -2.9% | -41.2% | -45.1% |
| 3Y | +246.0% | +24.5% | +221.5% | +222.2% |
| 5Y | +177.1% | -29.1% | +206.2% | +183.8% |
| All | +134.1% | -36.4% | +170.5% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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