+184.7%
HIMS vs ARES
+453.7%
-269.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.7% |
| 7D | -2.7% | -2.7% | 0.0% | -1.4% |
| 30D | -12.2% | -2.4% | -9.8% | -11.3% |
| 3M | -3.7% | +3.9% | -7.6% | -6.3% |
| 6M | +25.9% | +26.4% | -0.5% | +10.0% |
| YTD | -14.1% | -14.9% | +0.8% | -8.9% |
| 1Y | -41.6% | -20.4% | -21.2% | -35.9% |
| 3Y | +327.3% | +38.8% | +288.5% | +263.6% |
| 5Y | +207.9% | +97.0% | +111.0% | +121.2% |
| All | +184.7% | +453.7% | -269.0% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling