+112.3%
HIMS vs AMBA
-4.0%
+116.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +7.5% |
| 7D | -21.9% | +2.6% | -24.5% | -22.6% |
| 30D | -32.1% | -3.6% | -28.5% | -31.2% |
| 3M | -31.8% | -24.6% | -7.2% | -25.1% |
| 6M | -28.6% | -21.6% | -7.0% | -26.4% |
| YTD | -35.9% | -11.8% | -24.1% | -37.3% |
| 1Y | -47.6% | -33.2% | -14.5% | -44.2% |
| 3Y | +205.6% | +24.5% | +181.1% | +149.6% |
| 5Y | +170.3% | -67.7% | +237.9% | +196.0% |
| All | +112.3% | -4.0% | +116.4% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling