+101.3%
HIMS vs ALLY
+36.6%
+64.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -24.1% | +0.4% | -24.5% | -24.1% |
| 30D | -28.8% | +5.2% | -34.1% | -29.9% |
| 3M | -31.4% | -13.3% | -18.1% | -28.0% |
| 6M | -18.3% | -6.7% | -11.6% | -16.1% |
| YTD | -39.2% | -12.8% | -26.4% | -36.2% |
| 1Y | -45.3% | +0.7% | -46.0% | -45.2% |
| 3Y | +181.9% | +65.2% | +116.6% | +149.4% |
| 5Y | +166.6% | -10.1% | +176.8% | +160.6% |
| All | +101.3% | +36.6% | +64.7% | +88.8% |
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