+314.0%
HIMS vs ALK
+16.0%
+298.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.6% | +7.4% | +7.8% |
| 7D | -6.1% | +9.0% | -15.1% | -10.3% |
| 30D | -12.0% | -1.6% | -10.3% | -11.7% |
| 3M | -12.3% | -23.2% | +10.8% | -1.7% |
| 6M | -3.3% | -3.9% | +0.6% | -3.4% |
| YTD | -19.9% | -22.6% | +2.7% | -13.2% |
| 1Y | -37.4% | -5.3% | -32.1% | -39.3% |
| 3Y | +314.0% | +18.6% | +295.4% | +303.7% |
| All | +314.0% | +16.0% | +298.1% | +303.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling