+101.3%
HIMS vs ALK
-40.5%
+141.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.8% | -0.4% | -3.7% |
| 7D | -18.0% | +0.9% | -18.9% | -18.5% |
| 30D | -33.6% | +3.3% | -36.9% | -34.7% |
| 3M | -34.2% | -17.6% | -16.6% | -30.7% |
| 6M | -21.2% | +0.8% | -22.0% | -22.4% |
| YTD | -39.2% | -22.4% | -16.9% | -35.9% |
| 1Y | -49.4% | -10.1% | -39.4% | -49.1% |
| 3Y | +189.7% | +14.0% | +175.7% | +176.9% |
| 5Y | +166.6% | -29.8% | +196.5% | +177.7% |
| All | +101.3% | -40.5% | +141.8% | +107.9% |
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