+95.2%
HIMS vs AMBA
-7.3%
+102.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.1% | -14.5% | -15.9% |
| 7D | -25.6% | -2.7% | -22.9% | -24.9% |
| 30D | -38.1% | -10.5% | -27.6% | -35.8% |
| 3M | -39.8% | -26.4% | -13.4% | -33.4% |
| 6M | -32.3% | -20.9% | -11.4% | -30.5% |
| YTD | -41.1% | -14.8% | -26.3% | -41.7% |
| 1Y | -53.4% | -36.1% | -17.3% | -49.5% |
| 3Y | +180.9% | +20.2% | +160.7% | +132.1% |
| 5Y | +138.5% | -67.2% | +205.8% | +161.5% |
| All | +95.2% | -7.3% | +102.5% | +83.6% |
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