+180.7%
HIMS vs AMP
+323.9%
-143.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -8.2% | -1.3% | -6.9% | -7.9% |
| 3M | -4.7% | +24.2% | -28.9% | -12.8% |
| 6M | +6.3% | +24.6% | -18.3% | -3.1% |
| YTD | -15.3% | +14.8% | -30.1% | -20.2% |
| 1Y | -46.9% | +12.8% | -59.6% | -49.6% |
| 3Y | +321.3% | +69.0% | +252.3% | +262.7% |
| 5Y | +215.8% | +124.9% | +91.0% | +157.0% |
| All | +180.7% | +323.9% | -143.2% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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