+182.8%
HIMS vs ARES
+477.5%
-294.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -3.9% | -1.7% | -2.2% | -3.1% |
| 30D | -12.4% | +0.3% | -12.7% | -12.8% |
| 3M | -1.1% | +8.5% | -9.5% | -5.8% |
| 6M | +68.4% | +23.5% | +45.0% | +48.6% |
| YTD | -14.7% | -11.2% | -3.4% | -11.5% |
| 1Y | -42.4% | -19.3% | -23.1% | -37.2% |
| 3Y | +304.5% | +48.7% | +255.9% | +232.1% |
| 5Y | +237.5% | +106.5% | +131.0% | +136.8% |
| All | +182.8% | +477.5% | -294.8% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling