+184.7%
HIMS vs AMCR
+18.9%
+165.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.6% |
| 7D | +76.4% | -5.7% | +82.1% | +77.5% |
| 30D | +76.4% | -5.7% | +82.1% | +77.5% |
| 3M | +76.4% | -5.7% | +82.1% | +77.5% |
| 6M | +76.4% | -5.7% | +82.1% | +77.5% |
| YTD | -14.1% | +8.1% | -22.1% | -16.3% |
| 1Y | -41.6% | +11.7% | -53.3% | -43.7% |
| 3Y | +327.3% | +9.9% | +317.3% | +307.5% |
| 5Y | +207.9% | -8.7% | +216.6% | +209.2% |
| All | +184.7% | +18.9% | +165.8% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling