-53.4%
HIMS vs ALM
+12.3%
-65.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -7.2% | -9.4% | -14.4% |
| 7D | -25.6% | -6.3% | -19.2% | -24.0% |
| 30D | -38.1% | -31.4% | -6.7% | -31.0% |
| 3M | -39.8% | -40.6% | +0.8% | -30.5% |
| 6M | -32.3% | -58.6% | +26.3% | -16.8% |
| YTD | -41.1% | -7.6% | -33.5% | -38.7% |
| 1Y | -53.4% | +13.8% | -67.2% | -54.5% |
| All | -53.4% | +12.3% | -65.7% | -54.5% |
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