+230.2%
HIMS vs ALM
+1,033.0%
-802.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.8% | -7.2% | +0.2% |
| 7D | -0.9% | +8.4% | -9.4% | -2.3% |
| 30D | -10.8% | +34.8% | -45.7% | -15.0% |
| 3M | +3.7% | +16.2% | -12.6% | +0.5% |
| 6M | +79.0% | +2.1% | +76.8% | +75.1% |
| YTD | -13.2% | +117.0% | -130.3% | -22.8% |
| 1Y | -43.3% | +313.9% | -357.1% | -53.5% |
| 3Y | +331.4% | +2,327.9% | -1,996.5% | +163.3% |
| 5Y | +230.2% | +1,040.6% | -810.4% | +118.0% |
| All | +230.2% | +1,033.0% | -802.8% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling