-42.4%
HIMS vs AMDL
+384.9%
-427.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -2.1% |
| 7D | -3.9% | +4.5% | -8.5% | -4.8% |
| 30D | -12.4% | -4.4% | -8.0% | -12.3% |
| 3M | -1.1% | -30.5% | +29.4% | +0.6% |
| 6M | +68.4% | +300.9% | -232.4% | +13.4% |
| YTD | -14.7% | +219.9% | -234.6% | -42.3% |
| 1Y | -42.4% | +374.7% | -417.1% | -60.7% |
| All | -42.4% | +384.9% | -427.3% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling