+331.4%
HIMS vs AME
+55.3%
+276.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.6% |
| 7D | -0.9% | +2.8% | -3.7% | -3.4% |
| 30D | -10.8% | -6.3% | -4.6% | -5.9% |
| 3M | +3.7% | +5.4% | -1.7% | -1.1% |
| 6M | +79.0% | +7.4% | +71.5% | +67.0% |
| YTD | -13.2% | +16.2% | -29.4% | -25.0% |
| 1Y | -43.3% | +26.8% | -70.1% | -55.1% |
| 3Y | +331.4% | +57.5% | +273.9% | +180.2% |
| All | +331.4% | +55.3% | +276.1% | +180.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling