+134.1%
HIMS vs AMT
+6.2%
+127.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.9% | -11.8% |
| 7D | -9.1% | +0.4% | -9.5% | -9.2% |
| 30D | -25.8% | +3.7% | -29.5% | -26.3% |
| 3M | -27.4% | +10.7% | -38.1% | -28.6% |
| 6M | -18.9% | +9.3% | -28.1% | -20.6% |
| YTD | -29.4% | +10.9% | -40.3% | -31.2% |
| 1Y | -44.1% | +10.5% | -54.6% | -45.5% |
| 3Y | +246.0% | +15.5% | +230.5% | +219.0% |
| 5Y | +177.1% | -20.6% | +197.6% | +175.6% |
| All | +134.1% | +6.2% | +127.9% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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