+138.5%
HIMS vs ALM
+395.6%
-257.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -7.2% | -9.4% | -15.4% |
| 7D | -25.6% | -6.3% | -19.2% | -24.7% |
| 30D | -38.1% | -31.4% | -6.7% | -34.4% |
| 3M | -39.8% | -40.6% | +0.8% | -34.9% |
| 6M | -32.3% | -58.6% | +26.3% | -24.0% |
| YTD | -41.1% | -7.6% | -33.5% | -40.0% |
| 1Y | -53.4% | +13.8% | -67.2% | -53.9% |
| 3Y | +180.9% | +842.1% | -661.2% | +106.1% |
| 5Y | +138.5% | +407.4% | -268.9% | +81.9% |
| All | +138.5% | +395.6% | -257.1% | +81.9% |
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 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