+182.8%
HIMS vs ALLY
+54.5%
+128.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | +3.7% | -7.6% | -5.1% |
| 30D | -12.4% | -2.3% | -10.2% | -11.8% |
| 3M | -1.1% | +3.8% | -4.9% | -2.0% |
| 6M | +68.4% | +9.7% | +58.7% | +63.7% |
| YTD | -14.7% | -1.4% | -13.2% | -14.1% |
| 1Y | -42.4% | +8.2% | -50.6% | -43.9% |
| 3Y | +304.5% | +66.5% | +238.0% | +252.0% |
| 5Y | +237.5% | +1.2% | +236.3% | +216.5% |
| All | +182.8% | +54.5% | +128.3% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling