+101.3%
HIMS vs AME
+180.8%
-79.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -24.1% | +5.9% | -30.0% | -26.5% |
| 30D | -28.8% | -1.9% | -26.9% | -28.3% |
| 3M | -31.4% | -5.4% | -26.1% | -29.9% |
| 6M | -18.3% | +4.9% | -23.2% | -20.5% |
| YTD | -39.2% | +18.5% | -57.7% | -44.3% |
| 1Y | -45.3% | +25.5% | -70.7% | -51.3% |
| 3Y | +181.9% | +63.0% | +118.8% | +128.0% |
| 5Y | +166.6% | +78.3% | +88.3% | +107.2% |
| All | +101.3% | +180.8% | -79.4% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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