+210.1%
HIMS vs AMCR
-12.3%
+222.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.8% |
| 7D | -0.7% | -6.3% | +5.5% | +1.4% |
| 30D | -8.2% | -7.8% | -0.4% | -5.6% |
| 3M | -4.7% | +7.5% | -12.2% | -7.1% |
| 6M | +6.3% | +2.7% | +3.6% | +5.0% |
| YTD | -15.3% | +6.0% | -21.3% | -18.7% |
| 1Y | -46.9% | +7.8% | -54.6% | -49.6% |
| 3Y | +321.3% | +5.8% | +315.5% | +280.4% |
| All | +210.1% | -12.3% | +222.5% | +218.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling