+25.8%
HIMS vs AMDL
+102.5%
-76.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.6% | +4.0% |
| 7D | -24.1% | +37.2% | -61.3% | -31.4% |
| 30D | -28.8% | -24.0% | -4.8% | -28.1% |
| 3M | -31.4% | -1.0% | -30.4% | -36.4% |
| 6M | -18.3% | -3.2% | -15.1% | -29.5% |
| YTD | -39.2% | +232.2% | -271.5% | -65.9% |
| 1Y | -45.3% | +137.7% | -183.0% | -66.5% |
| All | +25.8% | +102.5% | -76.7% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling