+180.0%
HIMS vs AME
+171.2%
+8.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -10.1% | -8.6% | -1.5% | -6.0% |
| 3M | -1.2% | +5.8% | -7.0% | -3.8% |
| 6M | +16.9% | +3.8% | +13.1% | +14.7% |
| YTD | -15.5% | +14.4% | -29.9% | -20.9% |
| 1Y | -42.6% | +25.8% | -68.3% | -48.8% |
| 3Y | +320.2% | +55.2% | +265.0% | +249.1% |
| 5Y | +215.0% | +85.5% | +129.5% | +147.8% |
| All | +180.0% | +171.2% | +8.8% | +113.4% |
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