+182.8%
HIMS vs ARMK
+97.7%
+85.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.9% | -2.4% | -1.5% | -3.4% |
| 30D | -12.4% | 0.0% | -12.5% | -12.7% |
| 3M | -1.1% | +6.7% | -7.7% | -3.1% |
| 6M | +68.4% | +38.8% | +29.6% | +52.6% |
| YTD | -14.7% | +55.2% | -69.8% | -25.4% |
| 1Y | -42.4% | +46.6% | -89.0% | -48.9% |
| 3Y | +304.5% | +112.9% | +191.6% | +237.2% |
| 5Y | +237.5% | +144.0% | +93.5% | +175.9% |
| All | +182.8% | +97.7% | +85.1% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling