+101.3%
HIMS vs ARMK
+87.6%
+13.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.2% |
| 7D | -18.0% | +7.1% | -25.1% | -19.5% |
| 30D | -33.6% | -1.6% | -31.9% | -33.4% |
| 3M | -34.2% | -10.5% | -23.6% | -32.4% |
| 6M | -21.2% | +11.8% | -33.0% | -24.0% |
| YTD | -39.2% | +47.3% | -86.5% | -46.3% |
| 1Y | -49.4% | +41.5% | -90.9% | -54.8% |
| 3Y | +189.7% | +95.3% | +94.4% | +145.9% |
| 5Y | +166.6% | +108.1% | +58.5% | +121.8% |
| All | +101.3% | +87.6% | +13.8% | +67.2% |
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