+187.4%
HIMS vs ALLY
+49.4%
+138.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.8% |
| 7D | -0.9% | +1.0% | -2.0% | -1.4% |
| 30D | -10.8% | -3.3% | -7.5% | -9.9% |
| 3M | +3.7% | +0.5% | +3.2% | +3.9% |
| 6M | +79.0% | +12.6% | +66.4% | +72.5% |
| YTD | -13.2% | -4.7% | -8.6% | -11.7% |
| 1Y | -43.3% | +5.2% | -48.5% | -44.2% |
| 3Y | +331.4% | +66.5% | +264.9% | +276.7% |
| 5Y | +230.2% | +0.2% | +230.0% | +212.4% |
| All | +187.4% | +49.4% | +138.1% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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