+331.4%
HIMS vs ARES
+47.3%
+284.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -10.8% | +1.3% | -12.1% | -12.0% |
| 3M | +3.7% | +10.4% | -6.7% | -3.8% |
| 6M | +79.0% | +29.0% | +50.0% | +48.2% |
| YTD | -13.2% | -12.2% | -1.1% | -7.5% |
| 1Y | -43.3% | -18.4% | -24.8% | -36.1% |
| 3Y | +331.4% | +43.2% | +288.2% | +284.4% |
| All | +331.4% | +47.3% | +284.1% | +284.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling