+184.7%
HIMS vs ARMK
+98.1%
+86.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -2.7% | +0.3% | -3.1% | -2.8% |
| 30D | -12.2% | +2.4% | -14.5% | -13.0% |
| 3M | -3.7% | +6.1% | -9.8% | -5.6% |
| 6M | +25.9% | +41.8% | -15.9% | +13.4% |
| YTD | -14.1% | +55.5% | -69.6% | -25.0% |
| 1Y | -41.6% | +49.6% | -91.2% | -48.5% |
| 3Y | +327.3% | +122.8% | +204.5% | +253.1% |
| 5Y | +207.9% | +151.0% | +56.9% | +151.2% |
| All | +184.7% | +98.1% | +86.6% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ARMK 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling