+138.5%
HIMS vs ALL
+157.6%
-19.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.9% | -19.5% | -16.7% |
| 7D | -25.6% | -0.1% | -25.4% | -25.6% |
| 30D | -38.1% | +13.8% | -51.9% | -38.7% |
| 3M | -39.8% | -2.8% | -37.0% | -39.6% |
| 6M | -32.3% | +23.7% | -56.0% | -35.1% |
| YTD | -41.1% | +27.3% | -68.4% | -44.1% |
| 1Y | -53.4% | +30.5% | -83.9% | -56.1% |
| 3Y | +180.9% | +113.0% | +67.9% | +136.1% |
| 5Y | +138.5% | +157.6% | -19.0% | +84.0% |
| All | +138.5% | +157.6% | -19.1% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling