+180.0%
HIMS vs ARES
+438.3%
-258.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -0.1% |
| 7D | -1.4% | -7.7% | +6.3% | +3.0% |
| 30D | -10.1% | -8.7% | -1.3% | -5.7% |
| 3M | -1.2% | +2.8% | -4.1% | -3.4% |
| 6M | +16.9% | +23.1% | -6.1% | +3.6% |
| YTD | -15.5% | -17.3% | +1.8% | -9.0% |
| 1Y | -42.6% | -24.3% | -18.3% | -35.2% |
| 3Y | +320.2% | +34.9% | +285.3% | +263.1% |
| 5Y | +215.0% | +93.5% | +121.6% | +129.4% |
| All | +180.0% | +438.3% | -258.3% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ARES 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling