+165.3%
HIMS vs ALK
-40.6%
+205.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.6% | +7.4% | +7.9% |
| 7D | -6.1% | +9.0% | -15.1% | -8.9% |
| 30D | -12.0% | -1.6% | -10.3% | -11.8% |
| 3M | -12.3% | -23.2% | +10.8% | -5.3% |
| 6M | -3.3% | -3.9% | +0.6% | -3.0% |
| YTD | -19.9% | -22.6% | +2.7% | -15.1% |
| 1Y | -37.4% | -5.3% | -32.1% | -37.8% |
| 3Y | +314.0% | +18.6% | +295.4% | +293.9% |
| 5Y | +212.1% | -34.4% | +246.5% | +228.2% |
| All | +165.3% | -40.6% | +205.9% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling