-34.4%
HIMS vs ALM
-59.5%
+25.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -7.2% | -9.4% | -14.3% |
| 7D | -25.6% | -6.3% | -19.2% | -23.8% |
| 30D | -38.1% | -31.4% | -6.7% | -30.6% |
| 3M | -39.8% | -40.6% | +0.8% | -29.7% |
| All | -34.4% | -59.5% | +25.1% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling