+112.3%
HIMS vs ALL
+188.8%
-76.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.8% |
| 7D | -21.9% | -2.6% | -19.4% | -21.9% |
| 30D | -32.1% | +12.7% | -44.8% | -32.4% |
| 3M | -31.8% | +0.4% | -32.2% | -31.8% |
| 6M | -28.6% | +23.8% | -52.4% | -30.3% |
| YTD | -35.9% | +27.8% | -63.7% | -37.8% |
| 1Y | -47.6% | +28.9% | -76.5% | -49.3% |
| 3Y | +205.6% | +113.9% | +91.7% | +180.7% |
| 5Y | +170.3% | +157.4% | +12.9% | +145.4% |
| All | +112.3% | +188.8% | -76.4% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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