+165.3%
HIMS vs AMT
+6.1%
+159.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.7% | +10.7% | +8.5% |
| 7D | -6.1% | +0.5% | -6.6% | -6.2% |
| 30D | -12.0% | +13.6% | -25.6% | -13.7% |
| 3M | -12.3% | +11.5% | -23.8% | -13.9% |
| 6M | -3.3% | +6.9% | -10.2% | -5.0% |
| YTD | -19.9% | +10.8% | -30.8% | -22.0% |
| 1Y | -37.4% | +10.3% | -47.7% | -39.0% |
| 3Y | +314.0% | +12.4% | +301.6% | +284.8% |
| 5Y | +212.1% | -20.1% | +232.2% | +210.3% |
| All | +165.3% | +6.1% | +159.2% | +154.5% |
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