+134.1%
HIMS vs ALLY
+37.4%
+96.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.7% | -12.1% |
| 7D | -9.1% | -0.2% | -8.9% | -9.1% |
| 30D | -25.8% | +3.4% | -29.3% | -26.6% |
| 3M | -27.4% | -11.1% | -16.3% | -24.6% |
| 6M | -18.9% | -11.5% | -7.4% | -15.4% |
| YTD | -29.4% | -12.3% | -17.0% | -26.1% |
| 1Y | -44.1% | +1.1% | -45.2% | -44.1% |
| 3Y | +246.0% | +64.8% | +181.2% | +205.6% |
| 5Y | +177.1% | -6.9% | +183.9% | +168.8% |
| All | +134.1% | +37.4% | +96.7% | +118.7% |
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