+184.7%
HIMS vs AMCR
+15.3%
+169.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.4% |
| 7D | -2.7% | -6.3% | +3.6% | -1.5% |
| 30D | -12.2% | -7.1% | -5.0% | -10.8% |
| 3M | -3.7% | +12.7% | -16.4% | -5.9% |
| 6M | +25.9% | +5.2% | +20.8% | +24.5% |
| YTD | -14.1% | +8.1% | -22.1% | -16.2% |
| 1Y | -41.6% | +10.0% | -51.7% | -43.4% |
| 3Y | +327.3% | +6.6% | +320.7% | +310.8% |
| 5Y | +207.9% | -11.4% | +219.4% | +211.7% |
| All | +184.7% | +15.3% | +169.4% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling