+141.5%
HIMS vs ARES
+82.0%
+59.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.7% |
| 7D | -24.1% | +0.5% | -24.6% | -24.7% |
| 30D | -28.8% | +19.7% | -48.5% | -38.0% |
| 3M | -31.4% | -9.0% | -22.4% | -27.3% |
| 6M | -18.3% | +11.5% | -29.8% | -26.3% |
| YTD | -39.2% | -13.8% | -25.4% | -35.6% |
| 1Y | -45.3% | -5.6% | -39.7% | -46.3% |
| 3Y | +181.9% | +36.1% | +145.7% | +110.3% |
| All | +141.5% | +82.0% | +59.5% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling