+180.7%
HIMS vs AMCR
+16.7%
+164.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.6% |
| 7D | -0.7% | -6.3% | +5.5% | +0.6% |
| 30D | -8.2% | -7.8% | -0.4% | -6.7% |
| 3M | -4.7% | +7.5% | -12.2% | -6.1% |
| 6M | +6.3% | +2.7% | +3.6% | +5.6% |
| YTD | -15.3% | +6.0% | -21.3% | -17.1% |
| 1Y | -46.9% | +7.8% | -54.6% | -48.3% |
| 3Y | +321.3% | +5.8% | +315.5% | +305.7% |
| 5Y | +215.8% | -11.6% | +227.5% | +218.8% |
| All | +180.7% | +16.7% | +164.0% | +172.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling