+314.0%
HIMS vs ALLY
+54.4%
+259.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.7% | +9.8% | +9.2% |
| 7D | -6.1% | +0.9% | -7.0% | -6.8% |
| 30D | -12.0% | +3.1% | -15.1% | -13.8% |
| 3M | -12.3% | -12.6% | +0.2% | -4.5% |
| 6M | -3.3% | -12.4% | +9.2% | +5.6% |
| YTD | -19.9% | -13.2% | -6.8% | -12.3% |
| 1Y | -37.4% | +1.8% | -39.2% | -38.4% |
| 3Y | +314.0% | +58.0% | +256.0% | +255.0% |
| All | +314.0% | +54.4% | +259.7% | +255.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling