+184.7%
HIMS vs ALM
+1,324.2%
-1,139.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -0.5% |
| 7D | -2.7% | +3.6% | -6.3% | -3.2% |
| 30D | -12.2% | +33.8% | -46.0% | -15.2% |
| 3M | -3.7% | +14.8% | -18.5% | -5.7% |
| 6M | +25.9% | -7.0% | +32.9% | +25.0% |
| YTD | -14.1% | +108.1% | -122.1% | -20.7% |
| 1Y | -41.6% | +313.8% | -355.4% | -49.5% |
| 3Y | +327.3% | +2,227.6% | -1,900.4% | +208.6% |
| 5Y | +207.9% | +956.6% | -748.7% | +129.4% |
| All | +184.7% | +1,324.2% | -1,139.5% | +110.1% |
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