+32.7%
HIMS vs AMDL
+119.6%
-86.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +14.3% | -5.5% | +5.5% |
| 7D | -21.9% | +18.5% | -40.5% | -27.4% |
| 30D | -32.1% | -24.2% | -7.8% | -30.8% |
| 3M | -31.8% | +11.5% | -43.3% | -38.0% |
| 6M | -28.6% | -1.0% | -27.6% | -37.9% |
| YTD | -35.9% | +260.3% | -296.2% | -64.4% |
| 1Y | -47.6% | +178.2% | -225.8% | -69.2% |
| All | +32.7% | +119.6% | -86.9% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling