+95.2%
HIMS vs ARMK
+88.8%
+6.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.4% |
| 7D | -25.6% | -0.7% | -24.9% | -25.5% |
| 30D | -38.1% | -1.3% | -36.8% | -38.0% |
| 3M | -39.8% | -2.5% | -37.3% | -39.7% |
| 6M | -32.3% | +20.8% | -53.1% | -36.4% |
| YTD | -41.1% | +48.2% | -89.3% | -48.0% |
| 1Y | -53.4% | +45.7% | -99.1% | -58.7% |
| 3Y | +180.9% | +96.6% | +84.4% | +138.1% |
| 5Y | +138.5% | +106.6% | +32.0% | +98.4% |
| All | +95.2% | +88.8% | +6.5% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling