+95.2%
HIMS vs ALM
+532.5%
-437.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -7.2% | -9.4% | -15.7% |
| 7D | -25.6% | -6.3% | -19.2% | -24.9% |
| 30D | -38.1% | -31.4% | -6.7% | -35.3% |
| 3M | -39.8% | -40.6% | +0.8% | -36.0% |
| 6M | -32.3% | -58.6% | +26.3% | -25.9% |
| YTD | -41.1% | -7.6% | -33.5% | -40.3% |
| 1Y | -53.4% | +13.8% | -67.2% | -53.7% |
| 3Y | +180.9% | +842.1% | -661.2% | +126.1% |
| 5Y | +138.5% | +407.4% | -268.9% | +94.7% |
| All | +95.2% | +532.5% | -437.3% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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