+222.2%
HIMS vs ALLE
+13.7%
+208.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.0% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | -12.4% | -6.8% | -5.7% | -8.6% |
| 3M | -1.1% | +21.0% | -22.1% | -11.9% |
| 6M | +68.4% | +1.1% | +67.3% | +66.6% |
| YTD | -14.7% | -0.5% | -14.1% | -15.8% |
| 1Y | -42.4% | -7.3% | -35.1% | -40.4% |
| 3Y | +304.5% | +42.3% | +262.3% | +207.4% |
| All | +222.2% | +13.7% | +208.5% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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