+112.3%
HIMS vs AMC
-97.0%
+209.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +9.9% | +8.8% |
| 7D | -21.9% | -2.8% | -19.1% | -21.9% |
| 30D | -32.1% | +14.0% | -46.1% | -32.4% |
| 3M | -31.8% | +42.5% | -74.3% | -32.6% |
| 6M | -28.6% | +142.6% | -171.1% | -30.7% |
| YTD | -35.9% | +119.2% | -155.1% | -37.7% |
| 1Y | -47.6% | +40.7% | -88.4% | -48.6% |
| 3Y | +205.6% | -57.3% | +262.9% | +203.8% |
| 5Y | +170.3% | -99.1% | +269.4% | +170.0% |
| All | +112.3% | -97.0% | +209.4% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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