-49.4%
HIMS vs AMDL
+175.5%
-224.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +11.9% | -17.1% | -7.3% |
| 7D | -18.0% | +103.5% | -121.5% | -29.5% |
| 30D | -33.6% | -18.3% | -15.3% | -33.4% |
| 3M | -34.2% | +20.1% | -54.2% | -39.5% |
| 6M | -21.2% | +15.9% | -37.1% | -31.8% |
| YTD | -39.2% | +303.0% | -342.3% | -64.3% |
| 1Y | -49.4% | +164.0% | -213.4% | -64.9% |
| All | -49.4% | +175.5% | -224.9% | -64.9% |
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