+112.3%
HIMS vs AME
+178.0%
-65.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.5% |
| 7D | -21.9% | +1.1% | -23.0% | -22.4% |
| 30D | -32.1% | -4.1% | -28.0% | -30.8% |
| 3M | -31.8% | -6.3% | -25.4% | -29.9% |
| 6M | -28.6% | +3.5% | -32.1% | -30.0% |
| YTD | -35.9% | +17.3% | -53.2% | -41.0% |
| 1Y | -47.6% | +22.0% | -69.7% | -52.7% |
| 3Y | +205.6% | +62.0% | +143.6% | +148.2% |
| 5Y | +170.3% | +78.5% | +91.8% | +110.9% |
| All | +112.3% | +178.0% | -65.6% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling