-41.6%
HIMS vs ALM
+312.4%
-354.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | +0.2% |
| 7D | -2.7% | +3.6% | -6.3% | -3.8% |
| 30D | -12.2% | +33.8% | -46.0% | -18.9% |
| 3M | -3.7% | +14.8% | -18.5% | -9.0% |
| 6M | +25.9% | -7.0% | +32.9% | +22.0% |
| YTD | -14.1% | +108.1% | -122.1% | -28.3% |
| 1Y | -41.6% | +313.8% | -355.4% | -55.9% |
| All | -41.6% | +312.4% | -354.0% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling