+101.3%
HIMS vs AR
+984.3%
-883.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.3% |
| 7D | -18.0% | +6.4% | -24.4% | -18.6% |
| 30D | -33.6% | +3.1% | -36.7% | -33.9% |
| 3M | -34.2% | +3.3% | -37.4% | -34.7% |
| 6M | -21.2% | +6.6% | -27.7% | -22.4% |
| YTD | -39.2% | +12.3% | -51.6% | -40.8% |
| 1Y | -49.4% | +12.3% | -61.8% | -50.8% |
| 3Y | +189.7% | +50.4% | +139.3% | +178.5% |
| 5Y | +166.6% | +101.0% | +65.6% | +153.8% |
| All | +101.3% | +984.3% | -883.0% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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