+180.0%
HIMS vs ALNY
+197.7%
-17.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | -0.7% |
| 7D | -1.4% | -6.4% | +5.1% | +0.1% |
| 30D | -10.1% | +11.9% | -22.0% | -12.4% |
| 3M | -1.2% | -15.0% | +13.8% | +0.2% |
| 6M | +16.9% | -23.2% | +40.1% | +21.1% |
| YTD | -15.5% | -37.8% | +22.3% | -7.9% |
| 1Y | -42.6% | -47.3% | +4.7% | -34.9% |
| 3Y | +320.2% | +22.9% | +297.3% | +276.3% |
| 5Y | +215.0% | +30.6% | +184.5% | +168.0% |
| All | +180.0% | +197.7% | -17.7% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 all: compounded portfolio wealth divided by compounded ALNY 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…
all analysis · Full analysis span regression · 6 months rolling